Morgan Stanley Put 4 GLEN 20.09.2.../  DE000ME15ZW1  /

Stuttgart
2024-07-25  2:46:09 PM Chg.+0.023 Bid5:18:24 PM Ask5:18:24 PM Underlying Strike price Expiration date Option type
0.112EUR +25.84% 0.102
Bid Size: 70,000
0.104
Ask Size: 70,000
Glencore PLC ORD USD... 4.00 GBP 2024-09-20 Put
 

Master data

WKN: ME15ZW
Issuer: Morgan Stanley
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Put
Strike price: 4.00 GBP
Maturity: 2024-09-20
Issue date: 2023-09-26
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -53.84
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -0.41
Time value: 0.10
Break-even: 4.67
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.81
Spread abs.: 0.00
Spread %: 2.13%
Delta: -0.23
Theta: 0.00
Omega: -12.40
Rho: 0.00
 

Quote data

Open: 0.118
High: 0.118
Low: 0.112
Previous Close: 0.089
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+72.31%
1 Month  
+40.00%
3 Months
  -28.66%
YTD
  -61.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.089 0.065
1M High / 1M Low: 0.089 0.038
6M High / 6M Low: 0.580 0.038
High (YTD): 2024-02-26 0.580
Low (YTD): 2024-07-12 0.038
52W High: - -
52W Low: - -
Avg. price 1W:   0.077
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.218
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.32%
Volatility 6M:   161.27%
Volatility 1Y:   -
Volatility 3Y:   -