Morgan Stanley Call 45 SPDR S&P Regional Banking ETF 21.03.2025
/ DE000MG5ZU56
Morgan Stanley Call 45 SPDR S&P R.../ DE000MG5ZU56 /
02/10/2024 18:59:17 |
Chg.- |
Bid10:13:59 |
Ask10:13:59 |
Underlying |
Strike price |
Expiration date |
Option type |
3.60EUR |
- |
3.54 Bid Size: 1,000 |
3.64 Ask Size: 1,000 |
- |
45.00 - |
21/03/2025 |
Call |
Master data
WKN: |
MG5ZU5 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 - |
Maturity: |
21/03/2025 |
Issue date: |
17/06/2024 |
Last trading day: |
21/03/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
13.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.46 |
Intrinsic value: |
4.42 |
Implied volatility: |
- |
Historic volatility: |
0.26 |
Parity: |
4.42 |
Time value: |
-0.82 |
Break-even: |
48.60 |
Moneyness: |
1.10 |
Premium: |
-0.02 |
Premium p.a.: |
-0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.28% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
3.52 |
High: |
3.60 |
Low: |
3.52 |
Previous Close: |
3.65 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.97% |
1 Month |
|
|
-5.01% |
3 Months |
|
|
+24.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.78 |
3.60 |
1M High / 1M Low: |
3.84 |
3.40 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.69 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.66 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
37.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |