Morgan Stanley Call 45 SPDR S&P Regional Banking ETF 21.06.2024
/ DE000MB7VMB6
Morgan Stanley Call 45 SPDR S&P R.../ DE000MB7VMB6 /
| 2024-05-17 8:52:33 PM |
Chg.+0.020 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+3.45% |
-
Bid Size: - |
-
Ask Size: - |
- |
45.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7VMB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.27 |
| Parity: |
0.21 |
| Time value: |
0.40 |
| Break-even: |
51.10 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.62 |
| Theta: |
-0.07 |
| Omega: |
4.82 |
| Rho: |
0.02 |
Quote data
| Open: |
0.590 |
| High: |
0.600 |
| Low: |
0.590 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+1.69% |
| YTD |
|
|
-38.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.560 |
| 1M High / 1M Low: |
0.600 |
0.300 |
| 6M High / 6M Low: |
1.010 |
0.300 |
| High (YTD): |
2024-01-02 |
0.950 |
| Low (YTD): |
2024-04-18 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.485 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.583 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.55% |
| Volatility 6M: |
|
183.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
