Morgan Stanley Call 5.5 GLEN 20.09.2024
/ DE000ME10Y42
Morgan Stanley Call 5.5 GLEN 20.0.../ DE000ME10Y42 /
| 2024-07-11 11:38:52 AM |
Chg.- |
Bid9:30:01 AM |
Ask9:30:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
- |
0.033
Bid Size: 150,000 |
0.040
Ask Size: 150,000 |
Glencore PLC ORD USD... |
5.50 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
ME10Y4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 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: |
141.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.28 |
| Parity: |
-0.88 |
| Time value: |
0.04 |
| Break-even: |
6.57 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.01 |
| Spread %: |
14.29% |
| Delta: |
0.13 |
| Theta: |
0.00 |
| Omega: |
18.14 |
| Rho: |
0.00 |
Quote data
| Open: |
0.039 |
| High: |
0.039 |
| Low: |
0.039 |
| Previous Close: |
0.035 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.22% |
| 1 Month |
|
|
-26.42% |
| 3 Months |
|
|
-73.83% |
| YTD |
|
|
-86.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.046 |
0.035 |
| 1M High / 1M Low: |
0.053 |
0.025 |
| 6M High / 6M Low: |
0.208 |
0.012 |
| High (YTD): |
2024-01-02 |
0.260 |
| Low (YTD): |
2024-02-27 |
0.012 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.079 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.11% |
| Volatility 6M: |
|
291.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
