Morgan Stanley Call 45 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME1P8L3
Morgan Stanley Call 45 SPDR S&P R.../ DE000ME1P8L3 /
| 7/2/2024 9:28:53 PM |
Chg.- |
Bid11:15:30 AM |
Ask11:15:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.35EUR |
- |
3.21
Bid Size: 1,000 |
3.40
Ask Size: 1,000 |
- |
45.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME1P8L |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
10/6/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
13.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.92 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
1.03 |
| Time value: |
2.33 |
| Break-even: |
48.36 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
8.38 |
| Rho: |
0.05 |
Quote data
| Open: |
3.13 |
| High: |
3.35 |
| Low: |
3.13 |
| Previous Close: |
3.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.41% |
| 1 Month |
|
|
+22.26% |
| 3 Months |
|
|
+21.82% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.35 |
2.53 |
| 1M High / 1M Low: |
3.35 |
2.16 |
| 6M High / 6M Low: |
3.54 |
2.16 |
| High (YTD): |
1/29/2024 |
3.54 |
| Low (YTD): |
6/17/2024 |
2.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.45% |
| Volatility 6M: |
|
95.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
