Morgan Stanley Call 150 GWRE 20.1.../  DE000ME8HA54  /

Stuttgart
8/2/2024  6:47:44 PM Chg.-0.24 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.58EUR -13.19% -
Bid Size: -
-
Ask Size: -
GuideWire Software I... 150.00 USD 12/20/2024 Call
 

Master data

WKN: ME8HA5
Issuer: Morgan Stanley
Currency: EUR
Underlying: GuideWire Software Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 12/20/2024
Issue date: 2/9/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.04
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.29
Parity: -0.56
Time value: 1.64
Break-even: 153.88
Moneyness: 0.96
Premium: 0.17
Premium p.a.: 0.50
Spread abs.: 0.11
Spread %: 7.19%
Delta: 0.54
Theta: -0.07
Omega: 4.31
Rho: 0.21
 

Quote data

Open: 1.65
High: 1.65
Low: 1.58
Previous Close: 1.82
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.27%
1 Month  
+54.90%
3 Months  
+426.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.00 1.58
1M High / 1M Low: 2.00 1.04
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.78
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -