Morgan Stanley Call 45 SPDR S&P Regional Banking ETF 21.03.2025
/ DE000MG5ZU56
Morgan Stanley Call 45 SPDR S&P R.../ DE000MG5ZU56 /
| 2024-07-03 12:49:03 PM |
Chg.-0.07 |
Bid6:01:07 PM |
Ask6:01:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.90EUR |
-2.36% |
2.89
Bid Size: 20,000 |
2.90
Ask Size: 20,000 |
- |
45.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
MG5ZU5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-17 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
15.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.08 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.26 |
| Parity: |
1.03 |
| Time value: |
1.98 |
| Break-even: |
48.01 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
10.90 |
| Rho: |
0.21 |
Quote data
| Open: |
2.90 |
| High: |
2.90 |
| Low: |
2.90 |
| Previous Close: |
2.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.54% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.97 |
2.60 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
