Morgan Stanley Call 50 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME16DH7
Morgan Stanley Call 50 SPDR S&P R.../ DE000ME16DH7 /
| 2024-07-03 5:47:04 PM |
Chg.-0.025 |
Bid6:00:37 PM |
Ask6:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.179EUR |
-12.25% |
0.178
Bid Size: 200,000 |
0.181
Ask Size: 200,000 |
- |
50.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME16DH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
-0.40 |
| Time value: |
0.22 |
| Break-even: |
52.15 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.00 |
| Spread %: |
1.42% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
8.24 |
| Rho: |
0.03 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.179 |
| Previous Close: |
0.204 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+49.17% |
| 1 Month |
|
|
-5.79% |
| 3 Months |
|
|
-45.76% |
| YTD |
|
|
-75.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.204 |
0.120 |
| 1M High / 1M Low: |
0.204 |
0.107 |
| 6M High / 6M Low: |
0.650 |
0.107 |
| High (YTD): |
2024-01-02 |
0.700 |
| Low (YTD): |
2024-06-17 |
0.107 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.167 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.332 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.29% |
| Volatility 6M: |
|
192.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
