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

Stuttgart
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:   -