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 |
|
|
0.00% |
| 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 |
0.197 |
| 6M High / 6M Low: |
0.650 |
0.103 |
| High (YTD): |
2/9/2024 |
0.660 |
| Low (YTD): |
7/5/2024 |
0.103 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.284 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
317.45% |
| Volatility 6M: |
|
181.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
