Morgan Stanley Call 5 GLEN 20.09.2024
/ DE000ME1AE88
Morgan Stanley Call 5 GLEN 20.09..../ DE000ME1AE88 /
| 2024-07-11 12:21:39 PM |
Chg.- |
Bid9:30:01 AM |
Ask9:30:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.158EUR |
- |
0.135
Bid Size: 150,000 |
0.137
Ask Size: 150,000 |
Glencore PLC ORD USD... |
5.00 GBP |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-09-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.28 |
| Parity: |
-0.29 |
| Time value: |
0.15 |
| Break-even: |
6.08 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.00 |
| Spread %: |
2.11% |
| Delta: |
0.37 |
| Theta: |
0.00 |
| Omega: |
14.27 |
| Rho: |
0.00 |
Quote data
| Open: |
0.158 |
| High: |
0.158 |
| Low: |
0.158 |
| Previous Close: |
0.143 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.71% |
| 1 Month |
|
|
-7.06% |
| 3 Months |
|
|
-52.12% |
| YTD |
|
|
-65.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.181 |
0.143 |
| 1M High / 1M Low: |
0.181 |
0.088 |
| 6M High / 6M Low: |
0.460 |
0.033 |
| High (YTD): |
2024-05-20 |
0.460 |
| Low (YTD): |
2024-02-26 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.185 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.56% |
| Volatility 6M: |
|
235.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
