Morgan Stanley Call 5.5 GLEN 21.03.2025
/ DE000MG324U1
Morgan Stanley Call 5.5 GLEN 21.0.../ DE000MG324U1 /
03/10/2024 13:54:32 |
Chg.-0.005 |
Bid15:36:22 |
Ask15:36:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.084EUR |
-5.62% |
0.082 Bid Size: 150,000 |
0.084 Ask Size: 150,000 |
Glencore PLC ORD USD... |
5.50 GBP |
21/03/2025 |
Call |
Master data
WKN: |
MG324U |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.50 GBP |
Maturity: |
21/03/2025 |
Issue date: |
26/04/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
57.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.28 |
Parity: |
-1.45 |
Time value: |
0.09 |
Break-even: |
6.70 |
Moneyness: |
0.78 |
Premium: |
0.30 |
Premium p.a.: |
0.76 |
Spread abs.: |
0.00 |
Spread %: |
3.45% |
Delta: |
0.17 |
Theta: |
0.00 |
Omega: |
9.57 |
Rho: |
0.00 |
Quote data
Open: |
0.084 |
High: |
0.084 |
Low: |
0.084 |
Previous Close: |
0.089 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.37% |
1 Month |
|
|
+90.91% |
3 Months |
|
|
-66.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.089 |
0.067 |
1M High / 1M Low: |
0.089 |
0.043 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.081 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
182.11% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |