Morgan Stanley Call 55 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME3YC07
Morgan Stanley Call 55 SPDR S&P R.../ DE000ME3YC07 /
| 23/07/2024 10:57:13 |
Chg.+0.11 |
Bid12:37:29 |
Ask12:37:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
+4.85% |
2.43
Bid Size: 1,250 |
2.54
Ask Size: 1,250 |
- |
55.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
ME3YC0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
21/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
21.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
-2.73 |
| Time value: |
2.40 |
| Break-even: |
57.40 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
0.42 |
| Theta: |
-0.03 |
| Omega: |
9.21 |
| Rho: |
0.03 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.96% |
| 1 Month |
|
|
+643.75% |
| 3 Months |
|
|
+147.92% |
| YTD |
|
|
+19.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
1.92 |
| 1M High / 1M Low: |
2.32 |
0.31 |
| 6M High / 6M Low: |
2.32 |
0.30 |
| High (YTD): |
17/07/2024 |
2.32 |
| Low (YTD): |
14/06/2024 |
0.30 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
400.45% |
| Volatility 6M: |
|
243.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
