Morgan Stanley Call 55 SPDR S&P Regional Banking ETF 19.12.2025
/ DE000MG86WW4
Morgan Stanley Call 55 SPDR S&P R.../ DE000MG86WW4 /
| 11/4/2024 9:13:48 PM |
Chg.-0.050 |
Bid9:29:56 PM |
Ask9:29:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-5.38% |
0.880
Bid Size: 150,000 |
0.890
Ask Size: 150,000 |
- |
55.00 - |
12/19/2025 |
Call |
Master data
| WKN: |
MG86WW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
12/19/2025 |
| Issue date: |
7/29/2024 |
| Last trading day: |
12/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
-0.11 |
| Time value: |
0.92 |
| Break-even: |
64.20 |
| Moneyness: |
0.98 |
| Premium: |
0.19 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
3.50 |
| Rho: |
0.26 |
Quote data
| Open: |
0.850 |
| High: |
0.880 |
| Low: |
0.850 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.20% |
| 1 Month |
|
|
+22.22% |
| 3 Months |
|
|
+25.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.930 |
| 1M High / 1M Low: |
1.030 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.886 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
