Morgan Stanley Put 100 GWRE 20.09.../  DE000ME4ANC0  /

Stuttgart
2024-08-02  8:43:14 PM Chg.+0.020 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.440EUR +4.76% -
Bid Size: -
-
Ask Size: -
Guidewire Software I... 100.00 USD 2024-09-20 Put
 

Master data

WKN: ME4ANC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Guidewire Software Inc
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-29
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -24.42
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.22
Historic volatility: 0.29
Parity: -4.02
Time value: 0.54
Break-even: 86.25
Moneyness: 0.69
Premium: 0.35
Premium p.a.: 8.58
Spread abs.: 0.11
Spread %: 25.58%
Delta: -0.15
Theta: -0.14
Omega: -3.56
Rho: -0.03
 

Quote data

Open: 0.430
High: 0.440
Low: 0.430
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+51.72%
1 Month  
+158.82%
3 Months  
+29.41%
YTD
  -49.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.350
1M High / 1M Low: 0.440 0.200
6M High / 6M Low: 1.050 0.047
High (YTD): 2024-03-07 1.050
Low (YTD): 2024-06-19 0.047
52W High: - -
52W Low: - -
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.312
Avg. volume 1M:   0.000
Avg. price 6M:   0.408
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.39%
Volatility 6M:   345.25%
Volatility 1Y:   -
Volatility 3Y:   -