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

Stuttgart
2024-07-08  6:37:32 PM Chg.- Bid11:17:44 AM Ask11:17:44 AM Underlying Strike price Expiration date Option type
0.660EUR - 0.830
Bid Size: 3,750		 0.970
Ask Size: 3,750		 Guidewire Software I... 145.00 USD 2024-09-20 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: 2024-09-20
Issue date: 2023-11-28
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.20
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.30
Parity: -0.47
Time value: 0.85
Break-even: 142.38
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.63
Spread abs.: 0.14
Spread %: 19.72%
Delta: 0.48
Theta: -0.07
Omega: 7.32
Rho: 0.11
 

Quote data

Open: 0.670
High: 0.670
Low: 0.660
Previous Close: 0.690
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.49%
1 Month  
+65.00%
3 Months  
+175.00%
YTD  
+11.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.650
1M High / 1M Low: 0.690 0.440
6M High / 6M Low: 1.030 0.069
High (YTD): 2024-03-08 1.030
Low (YTD): 2024-06-05 0.069
52W High: - -
52W Low: - -
Avg. price 1W:   0.668
Avg. volume 1W:   0.000
Avg. price 1M:   0.570
Avg. volume 1M:   0.000
Avg. price 6M:   0.458
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   189.20%
Volatility 6M:   753.55%
Volatility 1Y:   -
Volatility 3Y:   -