Morgan Stanley Call 107.5 GWRE 20.../  DE000ME4ABB7  /

Stuttgart
7/23/2024  6:31:25 PM Chg.- Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
3.89EUR - -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 107.50 - 9/20/2024 Call
 

Master data

WKN: ME4ABB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 107.50 -
Maturity: 9/20/2024
Issue date: 11/28/2023
Last trading day: 7/24/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.26
Leverage: Yes

Calculated values

Fair value: 2.50
Intrinsic value: 2.44
Implied volatility: 1.54
Historic volatility: 0.29
Parity: 2.44
Time value: 1.61
Break-even: 148.00
Moneyness: 1.23
Premium: 0.12
Premium p.a.: 1.40
Spread abs.: 0.12
Spread %: 3.05%
Delta: 0.74
Theta: -0.25
Omega: 2.42
Rho: 0.08
 

Quote data

Open: 3.73
High: 3.89
Low: 3.73
Previous Close: 3.84
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+20.06%
3 Months  
+194.70%
YTD  
+126.16%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 3.89 3.13
6M High / 6M Low: 3.89 0.93
High (YTD): 7/23/2024 3.89
Low (YTD): 4/19/2024 0.93
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   3.41
Avg. volume 1M:   0.00
Avg. price 6M:   2.11
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.87%
Volatility 6M:   185.82%
Volatility 1Y:   -
Volatility 3Y:   -