Morgan Stanley Call 47.5 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME16DG9
Morgan Stanley Call 47.5 SPDR S&P.../ DE000ME16DG9 /
| 2024-07-23 10:13:07 AM |
Chg.0.000 |
Bid12:43:26 PM |
Ask12:43:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
0.00% |
0.950
Bid Size: 10,000 |
0.980
Ask Size: 10,000 |
- |
47.50 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME16DG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.26 |
| Parity: |
0.48 |
| Time value: |
0.46 |
| Break-even: |
56.90 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.01 |
| Spread %: |
1.08% |
| Delta: |
0.68 |
| Theta: |
-0.06 |
| Omega: |
3.79 |
| Rho: |
0.04 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.41% |
| 1 Month |
|
|
+330.56% |
| 3 Months |
|
|
+106.67% |
| YTD |
|
|
+6.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.820 |
| 1M High / 1M Low: |
0.930 |
0.218 |
| 6M High / 6M Low: |
0.930 |
0.188 |
| High (YTD): |
2024-07-22 |
0.930 |
| Low (YTD): |
2024-06-17 |
0.188 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.444 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
269.65% |
| Volatility 6M: |
|
191.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
