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Morgan Stanley Call 137.5 GWRE 20.../  DE000ME4ABP7  /

Stuttgart
2024-06-28  6:57:00 PM Chg.+0.070 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.970EUR +7.78% -
Bid Size: -		 -
Ask Size: -		 Guidewire Software I... 137.50 USD 2024-09-20 Call
 

Master data

WKN: ME4ABP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 137.50 USD
Maturity: 2024-09-20
Issue date: 2023-11-28
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.92
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.04
Implied volatility: 0.41
Historic volatility: 0.30
Parity: 0.04
Time value: 1.04
Break-even: 139.14
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 0.41
Spread abs.: 0.14
Spread %: 14.89%
Delta: 0.56
Theta: -0.07
Omega: 6.69
Rho: 0.14
 

Quote data

Open: 0.940
High: 0.970
Low: 0.930
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.79%
1 Month  
+177.14%
3 Months  
+102.08%
YTD  
+36.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.780
1M High / 1M Low: 0.970 0.139
6M High / 6M Low: 1.200 0.139
High (YTD): 2024-03-08 1.200
Low (YTD): 2024-06-05 0.139
52W High: - -
52W Low: - -
Avg. price 1W:   0.880
Avg. volume 1W:   0.000
Avg. price 1M:   0.650
Avg. volume 1M:   0.000
Avg. price 6M:   0.589
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,286.34%
Volatility 6M:   549.59%
Volatility 1Y:   -
Volatility 3Y:   -