Morgan Stanley Call 36 VanEck Junior Gold Miners ETF 20.09.2024
/ DE000ME4M263
Morgan Stanley Call 36 VanEck Jun.../ DE000ME4M263 /
| 31/07/2024 18:50:56 |
Chg.+0.13 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
+14.77% |
-
Bid Size: - |
-
Ask Size: - |
- |
36.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
ME4M26 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.31 |
| Parity: |
0.55 |
| Time value: |
0.37 |
| Break-even: |
45.20 |
| Moneyness: |
1.15 |
| Premium: |
0.09 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.72 |
| Theta: |
-0.06 |
| Omega: |
3.22 |
| Rho: |
0.03 |
Quote data
| Open: |
0.97 |
| High: |
1.01 |
| Low: |
0.97 |
| Previous Close: |
0.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.44% |
| 1 Month |
|
|
+48.53% |
| 3 Months |
|
|
+44.29% |
| YTD |
|
|
+62.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.01 |
0.84 |
| 1M High / 1M Low: |
1.28 |
0.67 |
| 6M High / 6M Low: |
1.28 |
0.20 |
| High (YTD): |
16/07/2024 |
1.28 |
| Low (YTD): |
28/02/2024 |
0.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.68 |
| Avg. volume 6M: |
|
2,276.42 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.33% |
| Volatility 6M: |
|
148.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
