Morgan Stanley Call 45 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME1P8L3
Morgan Stanley Call 45 SPDR S&P R.../ DE000ME1P8L3 /
| 2024-05-31 6:42:39 PM |
Chg.+0.06 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.89EUR |
+2.12% |
-
Bid Size: - |
-
Ask Size: - |
- |
45.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME1P8L |
| 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: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.96 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
0.08 |
| Time value: |
2.93 |
| Break-even: |
48.01 |
| Moneyness: |
1.00 |
| Premium: |
0.07 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
8.45 |
| Rho: |
0.07 |
Quote data
| Open: |
2.76 |
| High: |
2.89 |
| Low: |
2.76 |
| Previous Close: |
2.83 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.34% |
| 1 Month |
|
|
-1.70% |
| 3 Months |
|
|
+9.89% |
| YTD |
|
|
-13.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.89 |
2.60 |
| 1M High / 1M Low: |
3.46 |
2.60 |
| 6M High / 6M Low: |
3.54 |
2.29 |
| High (YTD): |
2024-01-29 |
3.54 |
| Low (YTD): |
2024-04-17 |
2.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.47% |
| Volatility 6M: |
|
77.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
