Morgan Stanley Call 3.75 GLEN 20.09.2024
/ DE000ME8HNK9
Morgan Stanley Call 3.75 GLEN 20..../ DE000ME8HNK9 /
8/23/2024 12:22:14 PM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
- |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
3.75 GBP |
9/20/2024 |
Call |
Master data
WKN: |
ME8HNK |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.75 GBP |
Maturity: |
9/20/2024 |
Issue date: |
2/9/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.48 |
Historic volatility: |
0.27 |
Parity: |
0.34 |
Time value: |
0.11 |
Break-even: |
4.88 |
Moneyness: |
1.08 |
Premium: |
0.02 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.01 |
Spread %: |
2.27% |
Delta: |
0.75 |
Theta: |
0.00 |
Omega: |
7.95 |
Rho: |
0.00 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.400 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.42% |
1 Month |
|
|
-43.42% |
3 Months |
|
|
-68.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.400 |
1M High / 1M Low: |
0.760 |
0.290 |
6M High / 6M Low: |
1.630 |
0.290 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.447 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.466 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.959 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
334.77% |
Volatility 6M: |
|
165.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |