Morgan Stanley Call 45 SPDR S&P Regional Banking ETF 20.12.2024
/ DE000ME574A5
Morgan Stanley Call 45 SPDR S&P R.../ DE000ME574A5 /
| 7/3/2024 3:51:21 PM |
Chg.-0.04 |
Bid6:01:07 PM |
Ask6:01:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.06EUR |
-1.29% |
2.98
Bid Size: 20,000 |
2.99
Ask Size: 20,000 |
- |
45.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
ME574A |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
12/13/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.13 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.26 |
| Parity: |
1.03 |
| Time value: |
2.09 |
| Break-even: |
48.12 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
9.65 |
| Rho: |
0.13 |
Quote data
| Open: |
3.03 |
| High: |
3.06 |
| Low: |
3.03 |
| Previous Close: |
3.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.95% |
| 1 Month |
|
|
+13.75% |
| 3 Months |
|
|
+13.33% |
| YTD |
|
|
-4.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.10 |
2.53 |
| 1M High / 1M Low: |
3.10 |
2.29 |
| 6M High / 6M Low: |
3.42 |
2.29 |
| High (YTD): |
1/30/2024 |
3.42 |
| Low (YTD): |
6/14/2024 |
2.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.08% |
| Volatility 6M: |
|
69.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
