Morgan Stanley Call 5.25 GLEN 20.12.2024
/ DE000ME5YRX4
Morgan Stanley Call 5.25 GLEN 20..../ DE000ME5YRX4 /
23/08/2024 11:37:44 |
Chg.- |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.034EUR |
- |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
5.25 GBP |
20/12/2024 |
Call |
Master data
WKN: |
ME5YRX |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.25 GBP |
Maturity: |
20/12/2024 |
Issue date: |
28/12/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
119.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.27 |
Parity: |
-1.43 |
Time value: |
0.04 |
Break-even: |
6.24 |
Moneyness: |
0.77 |
Premium: |
0.31 |
Premium p.a.: |
1.33 |
Spread abs.: |
0.01 |
Spread %: |
17.65% |
Delta: |
0.10 |
Theta: |
0.00 |
Omega: |
12.27 |
Rho: |
0.00 |
Quote data
Open: |
0.034 |
High: |
0.034 |
Low: |
0.034 |
Previous Close: |
0.029 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-56.41% |
3 Months |
|
|
-90.56% |
YTD |
|
|
-92.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.034 |
0.029 |
1M High / 1M Low: |
0.078 |
0.029 |
6M High / 6M Low: |
0.500 |
0.029 |
High (YTD): |
20/05/2024 |
0.500 |
Low (YTD): |
22/08/2024 |
0.029 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.033 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.046 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.194 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
273.65% |
Volatility 6M: |
|
219.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |