Morgan Stanley Call 6.5 GLEN 20.1.../  DE000ME5YS15  /

Stuttgart
2024-07-26  1:02:33 PM Chg.+0.001 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.021EUR +5.00% -
Bid Size: -
-
Ask Size: -
Glencore PLC ORD USD... 6.50 GBP 2024-12-20 Call
 

Master data

WKN: ME5YS1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Call
Strike price: 6.50 GBP
Maturity: 2024-12-20
Issue date: 2023-12-28
Last trading day: 2024-12-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 128.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.27
Parity: -2.57
Time value: 0.04
Break-even: 7.74
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 1.80
Spread abs.: 0.02
Spread %: 90.48%
Delta: 0.08
Theta: 0.00
Omega: 9.75
Rho: 0.00
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.70%
1 Month
  -22.22%
3 Months
  -74.39%
YTD
  -87.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.020
1M High / 1M Low: 0.037 0.020
6M High / 6M Low: 0.122 0.012
High (YTD): 2024-01-02 0.165
Low (YTD): 2024-02-26 0.012
52W High: - -
52W Low: - -
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.028
Avg. volume 1M:   0.000
Avg. price 6M:   0.049
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.41%
Volatility 6M:   241.49%
Volatility 1Y:   -
Volatility 3Y:   -