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Morgan Stanley Call 142.5 GWRE 20.../  DE000ME4ABR3  /

Stuttgart
2024-06-28  6:56:59 PM Chg.+0.050 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.740EUR +7.25% -
Bid Size: -		 -
Ask Size: -		 Guidewire Software I... 142.50 USD 2024-09-20 Call
 

Master data

WKN: ME4ABR
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 142.50 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: 14.97
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.30
Parity: -0.43
Time value: 0.86
Break-even: 141.60
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 0.52
Spread abs.: 0.15
Spread %: 21.13%
Delta: 0.49
Theta: -0.07
Omega: 7.31
Rho: 0.12
 

Quote data

Open: 0.700
High: 0.740
Low: 0.700
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.85%
1 Month  
+184.62%
3 Months  
+89.74%
YTD  
+19.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.580
1M High / 1M Low: 0.740 0.089
6M High / 6M Low: 1.080 0.089
High (YTD): 2024-03-08 1.080
Low (YTD): 2024-06-05 0.089
52W High: - -
52W Low: - -
Avg. price 1W:   0.664
Avg. volume 1W:   0.000
Avg. price 1M:   0.491
Avg. volume 1M:   0.000
Avg. price 6M:   0.491
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,582.16%
Volatility 6M:   668.48%
Volatility 1Y:   -
Volatility 3Y:   -