Morgan Stanley Call 42.5 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME2LK60
Morgan Stanley Call 42.5 SPDR S&P.../ DE000ME2LK60 /
| 22/07/2024 20:54:36 |
Chg.+0.07 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+5.38% |
-
Bid Size: - |
-
Ask Size: - |
- |
42.50 - |
20/09/2024 |
Call |
Master data
| WKN: |
ME2LK6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 - |
| Maturity: |
20/09/2024 |
| Issue date: |
26/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.26 |
| Parity: |
0.89 |
| Time value: |
0.41 |
| Break-even: |
55.50 |
| Moneyness: |
1.21 |
| Premium: |
0.08 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
0.75 |
| Theta: |
-0.06 |
| Omega: |
2.97 |
| Rho: |
0.04 |
Quote data
| Open: |
1.31 |
| High: |
1.37 |
| Low: |
1.26 |
| Previous Close: |
1.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.69% |
| 1 Month |
|
|
+158.49% |
| 3 Months |
|
|
+82.67% |
| YTD |
|
|
+12.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.09 |
| 1M High / 1M Low: |
1.36 |
0.53 |
| 6M High / 6M Low: |
1.36 |
0.46 |
| High (YTD): |
17/07/2024 |
1.36 |
| Low (YTD): |
17/06/2024 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.14% |
| Volatility 6M: |
|
131.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
