Morgan Stanley Call 5 GLEN 21.03.2025
/ DE000MG324S5
Morgan Stanley Call 5 GLEN 21.03..../ DE000MG324S5 /
23/08/2024 16:14:26 |
Chg.- |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.115EUR |
- |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
5.00 GBP |
21/03/2025 |
Call |
Master data
WKN: |
MG324S |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.00 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: |
39.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.27 |
Parity: |
-1.13 |
Time value: |
0.12 |
Break-even: |
6.02 |
Moneyness: |
0.81 |
Premium: |
0.26 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.00 |
Spread %: |
2.54% |
Delta: |
0.22 |
Theta: |
0.00 |
Omega: |
8.76 |
Rho: |
0.01 |
Quote data
Open: |
0.113 |
High: |
0.115 |
Low: |
0.113 |
Previous Close: |
0.105 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.74% |
1 Month |
|
|
-50.64% |
3 Months |
|
|
-81.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.122 |
0.105 |
1M High / 1M Low: |
0.233 |
0.101 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.116 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.141 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
232.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |