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Morgan Stanley Call 160 GWRE 20.0.../  DE000ME4ARF4  /

Stuttgart
2024-06-14  8:52:52 PM Chg.+0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.220EUR +4.76% -
Bid Size: -		 -
Ask Size: -		 Guidewire Software I... 160.00 USD 2024-09-20 Call
 

Master data

WKN: ME4ARF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-29
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.88
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.31
Parity: -2.51
Time value: 0.29
Break-even: 152.37
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 1.15
Spread abs.: 0.07
Spread %: 31.82%
Delta: 0.22
Theta: -0.04
Omega: 9.51
Rho: 0.07
 

Quote data

Open: 0.200
High: 0.220
Low: 0.200
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.92%
1 Month  
+52.78%
3 Months
  -51.11%
YTD
  -52.17%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.240 0.190
1M High / 1M Low: 0.240 0.012
6M High / 6M Low: 0.840 0.012
High (YTD): 2024-03-08 0.840
Low (YTD): 2024-06-05 0.012
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.143
Avg. volume 1M:   0.000
Avg. price 6M:   0.314
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   5,150.99%
Volatility 6M:   2,076.83%
Volatility 1Y:   -
Volatility 3Y:   -