Morgan Stanley Call 47 VanEck Junior Gold Miners ETF 20.09.2024
/ DE000ME4M6A0
Morgan Stanley Call 47 VanEck Jun.../ DE000ME4M6A0 /
| 2024-08-01 1:09:50 PM |
Chg.+0.01 |
Bid4:47:42 PM |
Ask4:47:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+0.77% |
1.20
Bid Size: 10,000 |
1.25
Ask Size: 10,000 |
- |
47.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME4M6A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
30.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.31 |
| Parity: |
-4.34 |
| Time value: |
1.41 |
| Break-even: |
48.41 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
1.52 |
| Spread abs.: |
0.05 |
| Spread %: |
3.68% |
| Delta: |
0.32 |
| Theta: |
-0.03 |
| Omega: |
9.82 |
| Rho: |
0.02 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.43% |
| 1 Month |
|
|
+63.75% |
| 3 Months |
|
|
+50.57% |
| YTD |
|
|
+104.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
0.99 |
| 1M High / 1M Low: |
1.83 |
0.77 |
| 6M High / 6M Low: |
1.83 |
0.38 |
| High (YTD): |
2024-07-16 |
1.83 |
| Low (YTD): |
2024-02-28 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.56% |
| Volatility 6M: |
|
153.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
