Morgan Stanley Call 5.25 GLEN 20.09.2024
/ DE000ME10Y34
Morgan Stanley Call 5.25 GLEN 20..../ DE000ME10Y34 /
2024-07-23 4:26:09 PM |
Chg.-0.004 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.017EUR |
-19.05% |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
5.25 GBP |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2023-09-22 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
131.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.27 |
Parity: |
-0.97 |
Time value: |
0.04 |
Break-even: |
6.27 |
Moneyness: |
0.84 |
Premium: |
0.19 |
Premium p.a.: |
1.96 |
Spread abs.: |
0.02 |
Spread %: |
90.48% |
Delta: |
0.12 |
Theta: |
0.00 |
Omega: |
16.13 |
Rho: |
0.00 |
Quote data
Open: |
0.018 |
High: |
0.018 |
Low: |
0.017 |
Previous Close: |
0.021 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-58.54% |
1 Month |
|
|
-72.58% |
3 Months |
|
|
-90.50% |
YTD |
|
|
-95.28% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.041 |
0.021 |
1M High / 1M Low: |
0.093 |
0.021 |
6M High / 6M Low: |
0.310 |
0.020 |
High (YTD): |
2024-01-02 |
0.330 |
Low (YTD): |
2024-02-27 |
0.020 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.030 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.114 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
296.37% |
Volatility 6M: |
|
274.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |