Morgan Stanley Call 50 SPDR S&P Regional Banking ETF 21.03.2025
/ DE000MG0Z733
Morgan Stanley Call 50 SPDR S&P R.../ DE000MG0Z733 /
| 2024-07-03 12:43:36 PM |
Chg.-0.020 |
Bid5:59:36 PM |
Ask5:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-4.55% |
0.400
Bid Size: 200,000 |
0.410
Ask Size: 200,000 |
- |
50.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
MG0Z73 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
-0.40 |
| Time value: |
0.45 |
| Break-even: |
54.50 |
| Moneyness: |
0.92 |
| Premium: |
0.18 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
4.98 |
| Rho: |
0.13 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.25% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
-20.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.320 |
| 1M High / 1M Low: |
0.440 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.342 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
