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Morgan Stanley Put 100 GWRE 20.09.../  DE000ME4ANC0  /

Stuttgart
2024-06-20  8:30:10 PM Chg.+0.092 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.139EUR +195.74% -
Bid Size: -		 -
Ask Size: -		 Guidewire Software I... 100.00 USD 2024-09-20 Put
 

Master data

WKN: ME4ANC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Put
Strike price: 100.00 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: -53.20
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.31
Parity: -3.30
Time value: 0.24
Break-even: 90.68
Moneyness: 0.74
Premium: 0.28
Premium p.a.: 1.67
Spread abs.: 0.19
Spread %: 374.00%
Delta: -0.11
Theta: -0.04
Omega: -6.07
Rho: -0.04
 

Quote data

Open: 0.137
High: 0.139
Low: 0.135
Previous Close: 0.047
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.80%
1 Month
  -30.15%
3 Months
  -78.94%
YTD
  -84.02%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.123 0.047
1M High / 1M Low: 0.390 0.047
6M High / 6M Low: 1.050 0.047
High (YTD): 2024-03-07 1.050
Low (YTD): 2024-06-19 0.047
52W High: - -
52W Low: - -
Avg. price 1W:   0.102
Avg. volume 1W:   0.000
Avg. price 1M:   0.179
Avg. volume 1M:   0.000
Avg. price 6M:   0.547
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   364.52%
Volatility 6M:   186.68%
Volatility 1Y:   -
Volatility 3Y:   -