Morgan Stanley Call 52.5 SPDR S&P Regional Banking ETF 21.03.2025
/ DE000MG0Z741
Morgan Stanley Call 52.5 SPDR S&P.../ DE000MG0Z741 /
| 02/10/2024 17:34:48 |
Chg.-0.020 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-3.45% |
-
Bid Size: - |
-
Ask Size: - |
- |
52.50 - |
21/03/2025 |
Call |
Master data
| WKN: |
MG0Z74 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.50 - |
| Maturity: |
21/03/2025 |
| Issue date: |
28/03/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.26 |
| Parity: |
-0.30 |
| Time value: |
0.56 |
| Break-even: |
58.10 |
| Moneyness: |
0.94 |
| Premium: |
0.17 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
4.53 |
| Rho: |
0.09 |
Quote data
| Open: |
0.530 |
| High: |
0.560 |
| Low: |
0.530 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.08% |
| 1 Month |
|
|
-24.32% |
| 3 Months |
|
|
+69.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.580 |
| 1M High / 1M Low: |
0.800 |
0.500 |
| 6M High / 6M Low: |
0.940 |
0.213 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.644 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.486 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.85% |
| Volatility 6M: |
|
149.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
