Morgan Stanley Call 4.75 GLEN 21.03.2025
/ DE000MG324R7
Morgan Stanley Call 4.75 GLEN 21..../ DE000MG324R7 /
10/3/2024 1:54:32 PM |
Chg.-0.010 |
Bid2:49:55 PM |
Ask2:49:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-3.70% |
0.250 Bid Size: 150,000 |
0.260 Ask Size: 150,000 |
Glencore PLC ORD USD... |
4.75 GBP |
3/21/2025 |
Call |
Master data
WKN: |
MG324R |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.75 GBP |
Maturity: |
3/21/2025 |
Issue date: |
4/26/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.28 |
Parity: |
-0.55 |
Time value: |
0.28 |
Break-even: |
5.99 |
Moneyness: |
0.90 |
Premium: |
0.16 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.01 |
Spread %: |
3.70% |
Delta: |
0.39 |
Theta: |
0.00 |
Omega: |
7.22 |
Rho: |
0.01 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.270 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.07% |
1 Month |
|
|
+122.22% |
3 Months |
|
|
-56.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.213 |
1M High / 1M Low: |
0.270 |
0.092 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.247 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.138 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
269.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |