Morgan Stanley Call 5.25 GLEN 20.09.2024
/ DE000ME10Y34
Morgan Stanley Call 5.25 GLEN 20..../ DE000ME10Y34 /
25/07/2024 11:11:53 |
Chg.-0.001 |
Bid13:15:43 |
Ask13:15:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.016EUR |
-5.88% |
0.017 Bid Size: 70,000 |
0.040 Ask Size: 70,000 |
Glencore PLC ORD USD... |
5.25 GBP |
20/09/2024 |
Call |
Master data
WKN: |
ME10Y3 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.25 GBP |
Maturity: |
20/09/2024 |
Issue date: |
22/09/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
129.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
-1.08 |
Time value: |
0.04 |
Break-even: |
6.29 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
2.52 |
Spread abs.: |
0.02 |
Spread %: |
135.29% |
Delta: |
0.12 |
Theta: |
0.00 |
Omega: |
14.97 |
Rho: |
0.00 |
Quote data
Open: |
0.016 |
High: |
0.016 |
Low: |
0.016 |
Previous Close: |
0.017 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-42.86% |
1 Month |
|
|
-68.63% |
3 Months |
|
|
-91.88% |
YTD |
|
|
-95.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.028 |
0.017 |
1M High / 1M Low: |
0.093 |
0.017 |
6M High / 6M Low: |
0.310 |
0.017 |
High (YTD): |
02/01/2024 |
0.330 |
Low (YTD): |
24/07/2024 |
0.017 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.021 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.053 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.112 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
291.48% |
Volatility 6M: |
|
275.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |