Morgan Stanley Call 4.75 GLEN 20.12.2024
/ DE000ME5YRV8
Morgan Stanley Call 4.75 GLEN 20..../ DE000ME5YRV8 /
8/23/2024 11:37:45 AM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.081EUR |
- |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
4.75 GBP |
12/20/2024 |
Call |
Master data
WKN: |
ME5YRV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.75 GBP |
Maturity: |
12/20/2024 |
Issue date: |
12/28/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
56.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.27 |
Parity: |
-0.84 |
Time value: |
0.09 |
Break-even: |
5.69 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
0.74 |
Spread abs.: |
0.00 |
Spread %: |
3.66% |
Delta: |
0.21 |
Theta: |
0.00 |
Omega: |
11.55 |
Rho: |
0.00 |
Quote data
Open: |
0.081 |
High: |
0.081 |
Low: |
0.081 |
Previous Close: |
0.071 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.99% |
1 Month |
|
|
-60.10% |
3 Months |
|
|
-87.14% |
YTD |
|
|
-88.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.089 |
0.071 |
1M High / 1M Low: |
0.203 |
0.071 |
6M High / 6M Low: |
0.810 |
0.071 |
High (YTD): |
5/20/2024 |
0.810 |
Low (YTD): |
8/22/2024 |
0.071 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.082 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.104 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.372 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
326.13% |
Volatility 6M: |
|
202.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |