Morgan Stanley Call 5.25 GLEN 20.09.2024
/ DE000ME10Y34
Morgan Stanley Call 5.25 GLEN 20..../ DE000ME10Y34 /
| 2024-07-11 11:38:52 AM |
Chg.- |
Bid9:27:20 AM |
Ask9:27:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.078EUR |
- |
0.063
Bid Size: 150,000 |
0.065
Ask Size: 150,000 |
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: |
79.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.28 |
| Parity: |
-0.58 |
| Time value: |
0.07 |
| Break-even: |
6.30 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.00 |
| Spread %: |
4.41% |
| Delta: |
0.21 |
| Theta: |
0.00 |
| Omega: |
17.05 |
| Rho: |
0.00 |
Quote data
| Open: |
0.078 |
| High: |
0.078 |
| Low: |
0.078 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.13% |
| 1 Month |
|
|
-17.89% |
| 3 Months |
|
|
-65.49% |
| YTD |
|
|
-78.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.093 |
0.070 |
| 1M High / 1M Low: |
0.095 |
0.045 |
| 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: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.121 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.38% |
| Volatility 6M: |
|
270.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
