Morgan Stanley Call 55 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME3YC07
Morgan Stanley Call 55 SPDR S&P R.../ DE000ME3YC07 /
| 2024-07-03 1:05:55 PM |
Chg.0.000 |
Bid6:07:07 PM |
Ask6:07:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
0.00% |
0.410
Bid Size: 20,000 |
0.420
Ask Size: 20,000 |
- |
55.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME3YC0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
88.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
-8.97 |
| Time value: |
0.52 |
| Break-even: |
55.52 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
1.38 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
13.40 |
| Rho: |
0.01 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.84% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
-51.02% |
| YTD |
|
|
-75.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.310 |
| 1M High / 1M Low: |
0.520 |
0.300 |
| 6M High / 6M Low: |
2.000 |
0.300 |
| High (YTD): |
2024-01-30 |
2.000 |
| Low (YTD): |
2024-06-14 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.985 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.95% |
| Volatility 6M: |
|
193.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
