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Morgan Stanley Call 4.75 GLEN 20..../  DE000ME1AE70  /

Stuttgart
2024-07-25  11:39:08 AM Chg.-0.021 Bid1:04:04 PM Ask1:04:04 PM Underlying Strike price Expiration date Option type
0.045EUR -31.82% 0.045
Bid Size: 70,000		 0.047
Ask Size: 70,000		 Glencore PLC ORD USD... 4.75 GBP 2024-09-20 Call
 

Master data

WKN: ME1AE7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Call
Strike price: 4.75 GBP
Maturity: 2024-09-20
Issue date: 2023-09-28
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 84.74
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.27
Parity: -0.49
Time value: 0.06
Break-even: 5.72
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.91
Spread abs.: 0.00
Spread %: 3.39%
Delta: 0.22
Theta: 0.00
Omega: 18.27
Rho: 0.00
 

Quote data

Open: 0.045
High: 0.045
Low: 0.045
Previous Close: 0.066
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.78%
1 Month
  -77.04%
3 Months
  -88.75%
YTD
  -92.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.154 0.060
1M High / 1M Low: 0.320 0.060
6M High / 6M Low: 0.640 0.055
High (YTD): 2024-05-20 0.640
Low (YTD): 2024-02-26 0.055
52W High: - -
52W Low: - -
Avg. price 1W:   0.090
Avg. volume 1W:   0.000
Avg. price 1M:   0.206
Avg. volume 1M:   0.000
Avg. price 6M:   0.266
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   252.50%
Volatility 6M:   221.23%
Volatility 1Y:   -
Volatility 3Y:   -