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Morgan Stanley Call 4.75 GLEN 20..../  DE000ME5YRV8  /

Stuttgart
2024-08-27  11:36:09 AM Chg.0.000 Bid1:56:21 PM Ask1:56:21 PM Underlying Strike price Expiration date Option type
0.081EUR 0.00% 0.083
Bid Size: 100,000		 0.086
Ask Size: 100,000		 Glencore PLC ORD USD... 4.75 GBP 2024-12-20 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: 2024-12-20
Issue date: 2023-12-28
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 56.95
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.27
Parity: -0.77
Time value: 0.09
Break-even: 5.70
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.68
Spread abs.: 0.00
Spread %: 3.66%
Delta: 0.21
Theta: 0.00
Omega: 12.13
Rho: 0.00
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.081
Turnover: -
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): 2024-05-20 0.810
Low (YTD): 2024-08-22 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:   -