Morgan Stanley Call 55 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME3YC07
Morgan Stanley Call 55 SPDR S&P R.../ DE000ME3YC07 /
8/22/2024 6:24:10 PM |
Chg.- |
Bid8:00:05 PM |
Ask8:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.48EUR |
- |
- Bid Size: - |
- Ask Size: - |
- |
55.00 - |
9/20/2024 |
Call |
Master data
WKN: |
ME3YC0 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 - |
Maturity: |
9/20/2024 |
Issue date: |
11/21/2023 |
Last trading day: |
8/23/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
36.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.48 |
Historic volatility: |
0.26 |
Parity: |
-3.41 |
Time value: |
1.43 |
Break-even: |
56.43 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
2.36 |
Spread abs.: |
0.01 |
Spread %: |
0.70% |
Delta: |
0.34 |
Theta: |
-0.05 |
Omega: |
12.35 |
Rho: |
0.01 |
Quote data
Open: |
1.37 |
High: |
1.48 |
Low: |
1.37 |
Previous Close: |
1.21 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+6.47% |
1 Month |
|
|
-47.70% |
3 Months |
|
|
+159.65% |
YTD |
|
|
-25.63% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.49 |
1.21 |
1M High / 1M Low: |
3.00 |
0.82 |
6M High / 6M Low: |
3.00 |
0.30 |
High (YTD): |
7/31/2024 |
3.00 |
Low (YTD): |
6/14/2024 |
0.30 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.37 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.65 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.01 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
331.43% |
Volatility 6M: |
|
265.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |