Morgan Stanley Call 47.5 SPDR S&P Regional Banking ETF 21.03.2025
/ DE000MG0Z725
Morgan Stanley Call 47.5 SPDR S&P.../ DE000MG0Z725 /
| 02/10/2024 11:23:44 |
Chg.-0.060 |
Bid16:25:57 |
Ask16:25:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
-6.67% |
0.890
Bid Size: 175,000 |
0.900
Ask Size: 175,000 |
- |
47.50 - |
21/03/2025 |
Call |
Master data
| WKN: |
MG0Z72 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.50 - |
| Maturity: |
21/03/2025 |
| Issue date: |
28/03/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.26 |
| Parity: |
0.20 |
| Time value: |
0.67 |
| Break-even: |
56.20 |
| Moneyness: |
1.04 |
| Premium: |
0.14 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
3.59 |
| Rho: |
0.11 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.70% |
| 1 Month |
|
|
-21.50% |
| 3 Months |
|
|
+47.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.900 |
| 1M High / 1M Low: |
1.140 |
0.780 |
| 6M High / 6M Low: |
1.290 |
0.390 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.952 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.969 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.748 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.06% |
| Volatility 6M: |
|
121.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
