Morgan Stanley Call 145 GWRE 20.0.../  DE000ME4ABS1  /

Stuttgart
8/2/2024  8:04:56 AM Chg.-0.14 Bid3:17:54 PM Ask3:17:54 PM Underlying Strike price Expiration date Option type
1.25EUR -10.07% 1.07
Bid Size: 3,750
1.19
Ask Size: 3,750
Guidewire Software I... 145.00 USD 9/20/2024 Call
 

Master data

WKN: ME4ABS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 9/20/2024
Issue date: 11/28/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.33
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.37
Implied volatility: 0.63
Historic volatility: 0.29
Parity: 0.37
Time value: 1.11
Break-even: 149.23
Moneyness: 1.03
Premium: 0.08
Premium p.a.: 0.78
Spread abs.: 0.11
Spread %: 8.03%
Delta: 0.60
Theta: -0.13
Omega: 5.60
Rho: 0.09
 

Quote data

Open: 1.25
High: 1.25
Low: 1.25
Previous Close: 1.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month  
+86.57%
3 Months  
+594.44%
YTD  
+111.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.50 1.15
1M High / 1M Low: 1.50 0.65
6M High / 6M Low: 1.50 0.07
High (YTD): 7/31/2024 1.50
Low (YTD): 6/5/2024 0.07
52W High: - -
52W Low: - -
Avg. price 1W:   1.32
Avg. volume 1W:   0.00
Avg. price 1M:   0.92
Avg. volume 1M:   0.00
Avg. price 6M:   0.52
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.58%
Volatility 6M:   753.65%
Volatility 1Y:   -
Volatility 3Y:   -