Morgan Stanley Call 5.5 GLEN 20.12.2024
/ DE000ME5YRY2
Morgan Stanley Call 5.5 GLEN 20.1.../ DE000ME5YRY2 /
23/08/2024 11:37:44 |
Chg.- |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.026EUR |
- |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
5.50 GBP |
20/12/2024 |
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: |
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: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
-1.72 |
Time value: |
0.04 |
Break-even: |
6.53 |
Moneyness: |
0.73 |
Premium: |
0.37 |
Premium p.a.: |
1.69 |
Spread abs.: |
0.01 |
Spread %: |
53.85% |
Delta: |
0.09 |
Theta: |
0.00 |
Omega: |
11.15 |
Rho: |
0.00 |
Quote data
Open: |
0.026 |
High: |
0.026 |
Low: |
0.026 |
Previous Close: |
0.023 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.00% |
1 Month |
|
|
-49.02% |
3 Months |
|
|
-90.37% |
YTD |
|
|
-92.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.026 |
0.023 |
1M High / 1M Low: |
0.050 |
0.023 |
6M High / 6M Low: |
0.380 |
0.023 |
High (YTD): |
20/05/2024 |
0.380 |
Low (YTD): |
22/08/2024 |
0.023 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.025 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.032 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.140 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
221.19% |
Volatility 6M: |
|
217.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |