Morgan Stanley Call 50 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME16DH7
Morgan Stanley Call 50 SPDR S&P R.../ DE000ME16DH7 /
| 8/22/2024 6:14:55 PM |
Chg.- |
Bid8:00:01 PM |
Ask8:00:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
- |
50.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
ME16DH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
8/23/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.26 |
| Parity: |
0.16 |
| Time value: |
0.35 |
| Break-even: |
55.10 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
1.43 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.61 |
| Theta: |
-0.08 |
| Omega: |
6.13 |
| Rho: |
0.02 |
Quote data
| Open: |
0.490 |
| High: |
0.510 |
| Low: |
0.490 |
| Previous Close: |
0.460 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.51% |
| 1 Month |
|
|
-40.70% |
| 3 Months |
|
|
+137.21% |
| YTD |
|
|
-29.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.460 |
| 1M High / 1M Low: |
0.900 |
0.350 |
| 6M High / 6M Low: |
0.900 |
0.107 |
| High (YTD): |
7/31/2024 |
0.900 |
| Low (YTD): |
6/17/2024 |
0.107 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.485 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.541 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.342 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.92% |
| Volatility 6M: |
|
233.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
