Morgan Stanley Call 5.75 GLEN 20.12.2024
/ DE000ME5YRZ9
Morgan Stanley Call 5.75 GLEN 20..../ DE000ME5YRZ9 /
| 23/07/2024 13:18:45 |
Chg.- |
Bid10:00:10 |
Ask10:00:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.036EUR |
- |
0.034
Bid Size: 70,000 |
0.040
Ask Size: 70,000 |
Glencore PLC ORD USD... |
5.75 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
ME5YRZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.75 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: |
130.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
-1.60 |
| Time value: |
0.04 |
| Break-even: |
6.88 |
| Moneyness: |
0.77 |
| Premium: |
0.31 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.01 |
| Spread %: |
17.65% |
| Delta: |
0.10 |
| Theta: |
0.00 |
| Omega: |
12.63 |
| Rho: |
0.00 |
Quote data
| Open: |
0.036 |
| High: |
0.036 |
| Low: |
0.036 |
| Previous Close: |
0.041 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.71% |
| 1 Month |
|
|
-51.35% |
| 3 Months |
|
|
-77.50% |
| YTD |
|
|
-88.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.056 |
0.036 |
| 1M High / 1M Low: |
0.111 |
0.036 |
| 6M High / 6M Low: |
0.280 |
0.026 |
| High (YTD): |
02/01/2024 |
0.290 |
| Low (YTD): |
26/02/2024 |
0.026 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.30% |
| Volatility 6M: |
|
225.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
