Morgan Stanley Call 57.5 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME3YE05
Morgan Stanley Call 57.5 SPDR S&P.../ DE000ME3YE05 /
| 2024-07-03 1:05:57 PM |
Chg.-0.001 |
Bid5:47:54 PM |
Ask5:47:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
-3.70% |
0.024
Bid Size: 200,000 |
0.040
Ask Size: 200,000 |
- |
57.50 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME3YE0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
115.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
-1.15 |
| Time value: |
0.04 |
| Break-even: |
57.90 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
1.89 |
| Spread abs.: |
0.01 |
| Spread %: |
33.33% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
13.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.026 |
| Previous Close: |
0.027 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
-29.73% |
| 3 Months |
|
|
-77.97% |
| YTD |
|
|
-92.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.019 |
| 1M High / 1M Low: |
0.037 |
0.019 |
| 6M High / 6M Low: |
0.300 |
0.019 |
| High (YTD): |
2024-01-02 |
0.350 |
| Low (YTD): |
2024-06-27 |
0.019 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.117 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.84% |
| Volatility 6M: |
|
227.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
