Morgan Stanley Call 5 GLEN 20.09.2024
/ DE000ME1AE88
Morgan Stanley Call 5 GLEN 20.09..../ DE000ME1AE88 /
| 7/25/2024 11:39:08 AM |
Chg.-0.007 |
Bid1:13:44 PM |
Ask1:13:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.023EUR |
-23.33% |
0.024
Bid Size: 70,000 |
0.040
Ask Size: 70,000 |
Glencore PLC ORD USD... |
5.00 GBP |
9/20/2024 |
Call |
Master data
| WKN: |
ME1AE8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
9/28/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
129.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
-0.78 |
| Time value: |
0.04 |
| Break-even: |
5.99 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
1.58 |
| Spread abs.: |
0.01 |
| Spread %: |
48.15% |
| Delta: |
0.14 |
| Theta: |
0.00 |
| Omega: |
17.66 |
| Rho: |
0.00 |
Quote data
| Open: |
0.023 |
| High: |
0.023 |
| Low: |
0.023 |
| Previous Close: |
0.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-68.06% |
| 1 Month |
|
|
-77.67% |
| 3 Months |
|
|
-92.07% |
| YTD |
|
|
-95.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.072 |
0.028 |
| 1M High / 1M Low: |
0.181 |
0.028 |
| 6M High / 6M Low: |
0.460 |
0.028 |
| High (YTD): |
5/20/2024 |
0.460 |
| Low (YTD): |
7/23/2024 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.174 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.95% |
| Volatility 6M: |
|
247.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
