Morgan Stanley Put 4 GLEN 20.12.2024
/ DE000ME5Z585
Morgan Stanley Put 4 GLEN 20.12.2.../ DE000ME5Z585 /
8/23/2024 11:37:56 AM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
- |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
4.00 GBP |
12/20/2024 |
Put |
Master data
WKN: |
ME5Z58 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.00 GBP |
Maturity: |
12/20/2024 |
Issue date: |
12/28/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.27 |
Parity: |
-0.05 |
Time value: |
0.26 |
Break-even: |
4.46 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
4.00% |
Delta: |
-0.42 |
Theta: |
0.00 |
Omega: |
-7.62 |
Rho: |
-0.01 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.260 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.56% |
1 Month |
|
|
+31.98% |
3 Months |
|
|
+48.57% |
YTD |
|
|
-27.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.244 |
1M High / 1M Low: |
0.470 |
0.200 |
6M High / 6M Low: |
0.610 |
0.103 |
High (YTD): |
2/9/2024 |
0.660 |
Low (YTD): |
7/5/2024 |
0.103 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.257 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.289 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.248 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
326.10% |
Volatility 6M: |
|
181.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |