Morgan Stanley Call 45 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME1NL68
Morgan Stanley Call 45 SPDR S&P R.../ DE000ME1NL68 /
| 2024-07-22 9:27:17 PM |
Chg.+0.07 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
+6.42% |
-
Bid Size: - |
-
Ask Size: - |
- |
45.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME1NL6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-06 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.26 |
| Parity: |
0.64 |
| Time value: |
0.44 |
| Break-even: |
55.80 |
| Moneyness: |
1.14 |
| Premium: |
0.09 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.71 |
| Theta: |
-0.06 |
| Omega: |
3.39 |
| Rho: |
0.04 |
Quote data
| Open: |
1.09 |
| High: |
1.16 |
| Low: |
1.09 |
| Previous Close: |
1.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.34% |
| 1 Month |
|
|
+231.43% |
| 3 Months |
|
|
+103.51% |
| YTD |
|
|
+11.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
0.89 |
| 1M High / 1M Low: |
1.14 |
0.36 |
| 6M High / 6M Low: |
1.14 |
0.31 |
| High (YTD): |
2024-07-17 |
1.14 |
| Low (YTD): |
2024-06-17 |
0.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.60 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.12% |
| Volatility 6M: |
|
162.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
