Morgan Stanley Call 6.25 GLEN 21..../  DE000MG4GGN6  /

Stuttgart
2024-07-24  1:44:44 PM Chg.- Bid9:42:59 AM Ask9:42:59 AM Underlying Strike price Expiration date Option type
0.049EUR - 0.043
Bid Size: 70,000
0.045
Ask Size: 70,000
Glencore PLC ORD USD... 6.25 GBP 2025-03-21 Call
 

Master data

WKN: MG4GGN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Call
Strike price: 6.25 GBP
Maturity: 2025-03-21
Issue date: 2024-05-20
Last trading day: 2025-03-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 101.35
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.27
Parity: -2.27
Time value: 0.05
Break-even: 7.49
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 0.76
Spread abs.: 0.00
Spread %: 4.08%
Delta: 0.10
Theta: 0.00
Omega: 9.77
Rho: 0.00
 

Quote data

Open: 0.050
High: 0.050
Low: 0.049
Previous Close: 0.048
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.62%
1 Month
  -39.51%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.065 0.048
1M High / 1M Low: 0.113 0.048
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.084
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -