Morgan Stanley Put 4 GLEN 20.09.2024
/ DE000ME15ZW1
Morgan Stanley Put 4 GLEN 20.09.2.../ DE000ME15ZW1 /
| 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: |
|
- |
