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Morgan Stanley Call 5.25 GLEN 20..../  DE000ME5YRX4  /

Stuttgart
10/3/2024  1:03:25 PM Chg.-0.002 Bid3:49:25 PM Ask3:49:25 PM Underlying Strike price Expiration date Option type
0.047EUR -4.08% 0.045
Bid Size: 150,000		 0.047
Ask Size: 150,000		 Glencore PLC ORD USD... 5.25 GBP 12/20/2024 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: 12/20/2024
Issue date: 12/28/2023
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 97.32
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.28
Parity: -1.15
Time value: 0.05
Break-even: 6.36
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 1.66
Spread abs.: 0.00
Spread %: 6.00%
Delta: 0.13
Theta: 0.00
Omega: 13.04
Rho: 0.00
 

Quote data

Open: 0.047
High: 0.047
Low: 0.047
Previous Close: 0.049
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.29%
1 Month  
+95.83%
3 Months
  -77.73%
YTD
  -89.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.052 0.035
1M High / 1M Low: 0.052 0.023
6M High / 6M Low: 0.500 0.023
High (YTD): 5/20/2024 0.500
Low (YTD): 9/4/2024 0.023
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.176
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.46%
Volatility 6M:   206.74%
Volatility 1Y:   -
Volatility 3Y:   -