Morgan Stanley Call 4.75 GLEN 20.12.2024
/ DE000ME5YRV8
Morgan Stanley Call 4.75 GLEN 20..../ DE000ME5YRV8 /
| 11/4/2024 4:34:17 PM |
Chg.-0.001 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
-2.50% |
-
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: |
114.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
-0.86 |
| Time value: |
0.04 |
| Break-even: |
5.71 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
2.95 |
| Spread abs.: |
0.00 |
| Spread %: |
7.69% |
| Delta: |
0.13 |
| Theta: |
0.00 |
| Omega: |
15.30 |
| Rho: |
0.00 |
Quote data
| Open: |
0.041 |
| High: |
0.041 |
| Low: |
0.039 |
| Previous Close: |
0.040 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.50% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
-45.83% |
| YTD |
|
|
-94.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.043 |
0.039 |
| 1M High / 1M Low: |
0.137 |
0.030 |
| 6M High / 6M Low: |
0.810 |
0.030 |
| High (YTD): |
5/20/2024 |
0.810 |
| Low (YTD): |
10/25/2024 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.251 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.39% |
| Volatility 6M: |
|
243.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
