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

Stuttgart
2024-07-23  2:01:57 PM Chg.+0.018 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.087EUR +26.09% -
Bid Size: -
-
Ask Size: -
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: -72.14
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -0.52
Time value: 0.07
Break-even: 4.68
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 0.93
Spread abs.: 0.00
Spread %: 2.82%
Delta: -0.18
Theta: 0.00
Omega: -13.24
Rho: 0.00
 

Quote data

Open: 0.085
High: 0.087
Low: 0.085
Previous Close: 0.069
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+52.63%
1 Month  
+6.10%
3 Months
  -33.59%
YTD
  -70.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.075 0.052
1M High / 1M Low: 0.080 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:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.224
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.88%
Volatility 6M:   157.24%
Volatility 1Y:   -
Volatility 3Y:   -