Morgan Stanley Put 5 GLCNF 21.03.2025
/ DE000MG4G2M7
Morgan Stanley Put 5 GLCNF 21.03..../ DE000MG4G2M7 /
| 7/31/2024 12:49:48 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Glencore Plc |
5.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
MG4G2M |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Glencore Plc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
5/20/2024 |
| Last trading day: |
8/1/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.27 |
| Parity: |
0.23 |
| Time value: |
0.76 |
| Break-even: |
4.01 |
| Moneyness: |
1.05 |
| Premium: |
0.16 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
-0.43 |
| Theta: |
0.00 |
| Omega: |
-2.05 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
1.120 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+4.35% |
| 3 Months |
|
|
+43.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.120 |
0.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.000 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
402.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
