Morgan Stanley Call 147.5 GWRE 20.../  DE000ME4ABT9  /

Stuttgart
7/9/2024  8:17:42 PM Chg.+0.070 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.660EUR +11.86% -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 147.50 USD 9/20/2024 Call
 

Master data

WKN: ME4ABT
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Call
Strike price: 147.50 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: 16.78
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.30
Parity: -0.70
Time value: 0.77
Break-even: 143.89
Moneyness: 0.95
Premium: 0.11
Premium p.a.: 0.71
Spread abs.: 0.14
Spread %: 22.22%
Delta: 0.45
Theta: -0.07
Omega: 7.52
Rho: 0.10
 

Quote data

Open: 0.730
High: 0.730
Low: 0.660
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.79%
1 Month  
+94.12%
3 Months  
+201.37%
YTD  
+15.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.560
1M High / 1M Low: 0.600 0.380
6M High / 6M Low: 1.000 0.049
High (YTD): 3/8/2024 1.000
Low (YTD): 6/5/2024 0.049
52W High: - -
52W Low: - -
Avg. price 1W:   0.582
Avg. volume 1W:   0.000
Avg. price 1M:   0.495
Avg. volume 1M:   0.000
Avg. price 6M:   0.420
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   185.53%
Volatility 6M:   961.28%
Volatility 1Y:   -
Volatility 3Y:   -