Morgan Stanley Call 35 SPDR S&P Regional Banking ETF 21.06.2024
/ DE000MB77A92
Morgan Stanley Call 35 SPDR S&P R.../ DE000MB77A92 /
| 2024-04-26 8:45:40 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.60EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
- |
35.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB77A9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-04-29 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.20 |
| Intrinsic value: |
12.08 |
| Implied volatility: |
- |
| Historic volatility: |
0.27 |
| Parity: |
12.08 |
| Time value: |
-7.49 |
| Break-even: |
39.59 |
| Moneyness: |
1.35 |
| Premium: |
-0.16 |
| Premium p.a.: |
-0.84 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.52 |
| High: |
4.60 |
| Low: |
4.52 |
| Previous Close: |
4.54 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+5.26% |
| 3 Months |
|
|
+7.73% |
| YTD |
|
|
+8.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.60 |
4.37 |
| 6M High / 6M Low: |
4.60 |
3.52 |
| High (YTD): |
2024-04-26 |
4.60 |
| Low (YTD): |
2024-02-08 |
4.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
18.67% |
| Volatility 6M: |
|
22.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
