Morgan Stanley Put 5 GLEN 20.12.2024
/ DE000MG4G2L9
Morgan Stanley Put 5 GLEN 20.12.2.../ DE000MG4G2L9 /
| 26/07/2024 12:44:31 |
Chg.-0.110 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-11.22% |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
5.00 GBP |
20/12/2024 |
Put |
Master data
| WKN: |
MG4G2L |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
5.00 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
20/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.79 |
| Time value: |
0.10 |
| Break-even: |
5.04 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
-0.70 |
| Theta: |
0.00 |
| Omega: |
-4.04 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.41% |
| 1 Month |
|
|
+26.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.770 |
| 1M High / 1M Low: |
0.980 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.663 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
