Morgan Stanley Call 40 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME1P8K5
Morgan Stanley Call 40 SPDR S&P R.../ DE000ME1P8K5 /
| 2024-07-03 2:21:52 PM |
Chg.-0.05 |
Bid6:03:29 PM |
Ask6:03:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.25EUR |
-1.16% |
4.20
Bid Size: 20,000 |
4.21
Ask Size: 20,000 |
- |
40.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME1P8K |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.61 |
| Intrinsic value: |
6.03 |
| Implied volatility: |
- |
| Historic volatility: |
0.26 |
| Parity: |
6.03 |
| Time value: |
-1.72 |
| Break-even: |
44.31 |
| Moneyness: |
1.15 |
| Premium: |
-0.04 |
| Premium p.a.: |
-0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.23% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.26 |
| High: |
4.26 |
| Low: |
4.25 |
| Previous Close: |
4.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.25% |
| 1 Month |
|
|
+12.14% |
| 3 Months |
|
|
+19.38% |
| YTD |
|
|
+12.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.30 |
3.89 |
| 1M High / 1M Low: |
4.30 |
3.56 |
| 6M High / 6M Low: |
4.30 |
3.27 |
| High (YTD): |
2024-07-02 |
4.30 |
| Low (YTD): |
2024-04-17 |
3.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.60% |
| Volatility 6M: |
|
43.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
