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Morgan Stanley Call 152.5 GWRE 20.../  DE000ME4ABV5  /

Stuttgart
25/06/2024  18:53:55 Chg.+0.010 Bid19:02:30 Ask19:02:30 Underlying Strike price Expiration date Option type
0.380EUR +2.70% 0.370
Bid Size: 25,000		 0.510
Ask Size: 25,000		 Guidewire Software I... 152.50 USD 20/09/2024 Call
 

Master data

WKN: ME4ABV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 152.50 USD
Maturity: 20/09/2024
Issue date: 28/11/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.79
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.31
Parity: -1.62
Time value: 0.47
Break-even: 146.80
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.90
Spread abs.: 0.12
Spread %: 34.29%
Delta: 0.32
Theta: -0.05
Omega: 8.58
Rho: 0.08
 

Quote data

Open: 0.350
High: 0.380
Low: 0.350
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+136.02%
3 Months
  -5.00%
YTD
  -26.92%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.300
1M High / 1M Low: 0.390 0.034
6M High / 6M Low: 0.930 0.034
High (YTD): 08/03/2024 0.930
Low (YTD): 05/06/2024 0.034
52W High: - -
52W Low: - -
Avg. price 1W:   0.354
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   0.363
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,658.85%
Volatility 6M:   1,032.50%
Volatility 1Y:   -
Volatility 3Y:   -