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

Stuttgart
7/10/2024  8:07:07 AM Chg.+0.040 Bid12:52:06 PM Ask12:52:06 PM Underlying Strike price Expiration date Option type
0.780EUR +5.41% 0.790
Bid Size: 5,000		 0.940
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: 13.96
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.30
Parity: -0.57
Time value: 0.92
Break-even: 143.28
Moneyness: 0.96
Premium: 0.12
Premium p.a.: 0.74
Spread abs.: 0.15
Spread %: 19.48%
Delta: 0.48
Theta: -0.08
Omega: 6.67
Rho: 0.10
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month  
+77.27%
3 Months  
+308.38%
YTD  
+32.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.740 0.650
1M High / 1M Low: 0.740 0.440
6M High / 6M Low: 1.030 0.069
High (YTD): 3/8/2024 1.030
Low (YTD): 6/5/2024 0.069
52W High: - -
52W Low: - -
Avg. price 1W:   0.685
Avg. volume 1W:   0.000
Avg. price 1M:   0.578
Avg. volume 1M:   0.000
Avg. price 6M:   0.460
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   187.16%
Volatility 6M:   753.53%
Volatility 1Y:   -
Volatility 3Y:   -