Morgan Stanley Put 100 GWRE 20.12.../  DE000ME66JH9  /

Stuttgart
6/20/2024  11:09:27 AM Chg.+0.110 Bid2:19:10 PM Ask2:19:10 PM Underlying Strike price Expiration date Option type
0.290EUR +61.11% 0.290
Bid Size: 10,000
0.400
Ask Size: 7,500
GuideWire Software I... 100.00 USD 12/20/2024 Put
 

Master data

WKN: ME66JH
Issuer: Morgan Stanley
Currency: EUR
Underlying: GuideWire Software Inc
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 12/20/2024
Issue date: 1/2/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.18
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.31
Parity: -3.30
Time value: 0.38
Break-even: 89.25
Moneyness: 0.74
Premium: 0.29
Premium p.a.: 0.67
Spread abs.: 0.20
Spread %: 111.11%
Delta: -0.14
Theta: -0.03
Omega: -4.65
Rho: -0.11
 

Quote data

Open: 0.290
High: 0.290
Low: 0.290
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.54%
1 Month
  -17.14%
3 Months
  -70.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.180
1M High / 1M Low: 0.620 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.338
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   241.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -