The wire screws out of the boot. At the tip of the wire, where it goes down into the boot, there's a metal cap with a threaded stem (visualize the valve stem cover on your tire with a small threaded stem sticking out towards you).

You can usually get the old wire unscrewed without the metal tip at the end of the wire coming off. You have to twist the wire counter clockwise. Maybe some WD-40 or Kyroil would help here.

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1993 400E, 256,000 miles (totaled)
1994 E420, 200,000+ miles
1995 E420, 201,000 miles