Morgan Stanley Call 5.25 GLEN 20..../  DE000ME10Y34  /

Stuttgart
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:   -