Morgan Stanley Call 4.75 GLEN 20.09.2024
/ DE000ME1AE70
Morgan Stanley Call 4.75 GLEN 20..../ DE000ME1AE70 /
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: |
|
- |