Morgan Stanley Call 50 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME16DH7
Morgan Stanley Call 50 SPDR S&P R.../ DE000ME16DH7 /
| 23/07/2024 10:13:07 |
Chg.+0.010 |
Bid14:05:45 |
Ask14:05:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+1.39% |
0.740
Bid Size: 10,000 |
0.750
Ask Size: 10,000 |
- |
50.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
ME16DH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.26 |
| Parity: |
0.23 |
| Time value: |
0.51 |
| Break-even: |
57.40 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
0.62 |
| Theta: |
-0.05 |
| Omega: |
4.41 |
| Rho: |
0.04 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.31% |
| 1 Month |
|
|
+498.36% |
| 3 Months |
|
|
+128.13% |
| YTD |
|
|
+1.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.630 |
| 1M High / 1M Low: |
0.730 |
0.120 |
| 6M High / 6M Low: |
0.730 |
0.107 |
| High (YTD): |
17/07/2024 |
0.730 |
| Low (YTD): |
17/06/2024 |
0.107 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.682 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.328 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.318 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
350.06% |
| Volatility 6M: |
|
228.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
