OverviewChartNewsTraderScreen

Morgan Stanley Call 5.5 GLEN 20.1.../  DE000ME5YRY2  /

Stuttgart
2024-10-03  1:03:25 PM Chg.-0.002 Bid2:20:16 PM Ask2:20:16 PM Underlying Strike price Expiration date Option type
0.032EUR -5.88% 0.032
Bid Size: 150,000		 0.040
Ask Size: 150,000		 Glencore PLC ORD USD... 5.50 GBP 2024-12-20 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: 2024-12-20
Issue date: 2023-12-28
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 128.95
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.28
Parity: -1.45
Time value: 0.04
Break-even: 6.65
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 2.28
Spread abs.: 0.01
Spread %: 17.65%
Delta: 0.10
Theta: 0.00
Omega: 12.91
Rho: 0.00
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.034
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.08%
1 Month  
+60.00%
3 Months
  -76.64%
YTD
  -91.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.036 0.026
1M High / 1M Low: 0.036 0.020
6M High / 6M Low: 0.380 0.020
High (YTD): 2024-05-20 0.380
Low (YTD): 2024-09-04 0.020
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.127
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.65%
Volatility 6M:   193.70%
Volatility 1Y:   -
Volatility 3Y:   -