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

Stuttgart
10/3/2024  1:03:25 PM Chg.-0.006 Bid5:07:25 PM Ask5:07:25 PM Underlying Strike price Expiration date Option type
0.132EUR -4.35% 0.123
Bid Size: 150,000		 0.125
Ask Size: 150,000		 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: 35.82
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.28
Parity: -0.55
Time value: 0.14
Break-even: 5.85
Moneyness: 0.90
Premium: 0.13
Premium p.a.: 0.80
Spread abs.: 0.00
Spread %: 2.13%
Delta: 0.30
Theta: 0.00
Omega: 10.83
Rho: 0.00
 

Quote data

Open: 0.132
High: 0.132
Low: 0.132
Previous Close: 0.138
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.43%
1 Month  
+193.33%
3 Months
  -70.67%
YTD
  -81.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.139 0.094
1M High / 1M Low: 0.139 0.041
6M High / 6M Low: 0.810 0.041
High (YTD): 5/20/2024 0.810
Low (YTD): 9/23/2024 0.041
52W High: - -
52W Low: - -
Avg. price 1W:   0.127
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   331.80%
Volatility 6M:   230.17%
Volatility 1Y:   -
Volatility 3Y:   -