Morgan Stanley Call 3.75 GLEN 20.12.2024
/ DE000ME8HNL7
Morgan Stanley Call 3.75 GLEN 20..../ DE000ME8HNL7 /
27/08/2024 11:48:31 |
Chg.+0.010 |
Bid15:06:21 |
Ask15:06:21 |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+1.75% |
0.610 Bid Size: 100,000 |
0.620 Ask Size: 100,000 |
Glencore PLC ORD USD... |
3.75 GBP |
20/12/2024 |
Call |
Master data
WKN: |
ME8HNL |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.75 GBP |
Maturity: |
20/12/2024 |
Issue date: |
09/02/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.31 |
Historic volatility: |
0.27 |
Parity: |
0.41 |
Time value: |
0.19 |
Break-even: |
5.03 |
Moneyness: |
1.09 |
Premium: |
0.04 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
1.69% |
Delta: |
0.75 |
Theta: |
0.00 |
Omega: |
6.02 |
Rho: |
0.01 |
Quote data
Open: |
0.580 |
High: |
0.580 |
Low: |
0.580 |
Previous Close: |
0.570 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.92% |
1 Month |
|
|
-32.56% |
3 Months |
|
|
-60.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.550 |
1M High / 1M Low: |
0.860 |
0.450 |
6M High / 6M Low: |
1.690 |
0.450 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.585 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.605 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.052 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
215.17% |
Volatility 6M: |
|
120.70% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |