Morgan Stanley Call 5.5 GLEN 20.12.2024
/ DE000ME5YRY2
Morgan Stanley Call 5.5 GLEN 20.1.../ DE000ME5YRY2 /
| 7/24/2024 12:08:16 PM |
Chg.+0.001 |
Bid2:06:46 PM |
Ask2:06:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
+2.00% |
0.050
Bid Size: 70,000 |
0.053
Ask Size: 70,000 |
Glencore PLC ORD USD... |
5.50 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
ME5YRY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 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: |
106.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
-1.30 |
| Time value: |
0.05 |
| Break-even: |
6.59 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.00 |
| Spread %: |
6.52% |
| Delta: |
0.12 |
| Theta: |
0.00 |
| Omega: |
13.04 |
| Rho: |
0.00 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.051 |
| Previous Close: |
0.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-54.46% |
| 3 Months |
|
|
-77.13% |
| YTD |
|
|
-86.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.050 |
| 1M High / 1M Low: |
0.171 |
0.050 |
| 6M High / 6M Low: |
0.380 |
0.036 |
| High (YTD): |
5/20/2024 |
0.380 |
| Low (YTD): |
2/26/2024 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.157 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.83% |
| Volatility 6M: |
|
214.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
