Morgan Stanley Call 4.25 GLEN 20.09.2024
/ DE000ME1ANF9
Morgan Stanley Call 4.25 GLEN 20..../ DE000ME1ANF9 /
| 7/25/2024 11:39:21 AM |
Chg.-0.080 |
Bid5:30:01 PM |
Ask5:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-26.67% |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
4.25 GBP |
9/20/2024 |
Call |
Master data
| WKN: |
ME1ANF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.25 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.27 |
| Parity: |
0.11 |
| Time value: |
0.18 |
| Break-even: |
5.35 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
11.06 |
| Rho: |
0.00 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.300 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.86% |
| 1 Month |
|
|
-59.26% |
| 3 Months |
|
|
-70.67% |
| YTD |
|
|
-76.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.280 |
| 1M High / 1M Low: |
0.760 |
0.280 |
| 6M High / 6M Low: |
1.090 |
0.150 |
| High (YTD): |
5/20/2024 |
1.090 |
| Low (YTD): |
2/26/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.572 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.560 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.21% |
| Volatility 6M: |
|
163.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
