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: |
|
- |
