Morgan Stanley Call 4.5 GLEN 20.12.2024
/ DE000ME5YRU0
Morgan Stanley Call 4.5 GLEN 20.1.../ DE000ME5YRU0 /
| 24/07/2024 12:08:15 |
Chg.0.000 |
Bid16:52:48 |
Ask16:52:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
0.00% |
0.300
Bid Size: 70,000 |
0.310
Ask Size: 70,000 |
Glencore PLC ORD USD... |
4.50 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
ME5YRU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
28/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.27 |
| Parity: |
-0.12 |
| Time value: |
0.31 |
| Break-even: |
5.66 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.51 |
| Theta: |
0.00 |
| Omega: |
8.67 |
| Rho: |
0.01 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.91% |
| 1 Month |
|
|
-38.46% |
| 3 Months |
|
|
-52.94% |
| YTD |
|
|
-62.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.320 |
| 1M High / 1M Low: |
0.710 |
0.320 |
| 6M High / 6M Low: |
1.000 |
0.162 |
| High (YTD): |
20/05/2024 |
1.000 |
| Low (YTD): |
26/02/2024 |
0.162 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.526 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.35% |
| Volatility 6M: |
|
144.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
