Morgan Stanley Call 50 SPDR S&P Regional Banking ETF 20.12.2024
/ DE000ME6H6R9
Morgan Stanley Call 50 SPDR S&P R.../ DE000ME6H6R9 /
| 23/08/2024 17:24:51 |
Chg.+0.200 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+30.77% |
-
Bid Size: - |
-
Ask Size: - |
- |
50.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
ME6H6R |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
05/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.26 |
| Parity: |
0.16 |
| Time value: |
0.69 |
| Break-even: |
58.50 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
1.19% |
| Delta: |
0.62 |
| Theta: |
-0.03 |
| Omega: |
3.75 |
| Rho: |
0.08 |
Quote data
| Open: |
0.650 |
| High: |
0.850 |
| Low: |
0.650 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.92% |
| 1 Month |
|
|
-13.27% |
| 3 Months |
|
|
+150.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.600 |
| 1M High / 1M Low: |
1.060 |
0.500 |
| 6M High / 6M Low: |
1.060 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.469 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.63% |
| Volatility 6M: |
|
168.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
