Morgan Stanley Put 5 GLCNF 20.12.2024
/ DE000MG4G2L9
Morgan Stanley Put 5 GLCNF 20.12..../ DE000MG4G2L9 /
7/31/2024 12:49:48 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
- |
- Bid Size: - |
- Ask Size: - |
Glencore Plc |
5.00 - |
12/20/2024 |
Put |
Master data
WKN: |
MG4G2L |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Glencore Plc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5.00 - |
Maturity: |
12/20/2024 |
Issue date: |
5/20/2024 |
Last trading day: |
8/1/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.79 |
Historic volatility: |
0.27 |
Parity: |
0.23 |
Time value: |
0.71 |
Break-even: |
4.06 |
Moneyness: |
1.05 |
Premium: |
0.15 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.01 |
Spread %: |
1.08% |
Delta: |
-0.44 |
Theta: |
0.00 |
Omega: |
-2.25 |
Rho: |
-0.01 |
Quote data
Open: |
0.910 |
High: |
0.910 |
Low: |
0.910 |
Previous Close: |
1.080 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+4.60% |
3 Months |
|
|
+54.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.080 |
0.870 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.953 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
445.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |