Morgan Stanley Call 3.75 GLEN 20..../  DE000ME8HNK9  /

Stuttgart
27/08/2024  11:48:31 Chg.0.000 Bid17:30:03 Ask17:30:03 Underlying Strike price Expiration date Option type
0.430EUR 0.00% -
Bid Size: -
-
Ask Size: -
Glencore PLC ORD USD... 3.75 GBP 20/09/2024 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: 20/09/2024
Issue date: 09/02/2024
Last trading day: 20/09/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 10.76
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.41
Implied volatility: 0.34
Historic volatility: 0.27
Parity: 0.41
Time value: 0.04
Break-even: 4.88
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.86
Theta: 0.00
Omega: 9.30
Rho: 0.00
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.430
Turnover: -
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:   -