Morgan Stanley Call 57.5 SPDR S&P Regional Banking ETF 21.03.2025
/ DE000MG0Z766
Morgan Stanley Call 57.5 SPDR S&P.../ DE000MG0Z766 /
| 2024-10-02 5:34:48 PM |
Chg.-0.020 |
Bid2024-10-02 |
Ask2024-10-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-5.88% |
0.320
Bid Size: 175,000 |
0.330
Ask Size: 175,000 |
- |
57.50 - |
2025-03-21 |
Call |
Master data
| WKN: |
MG0Z76 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
57.50 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.26 |
| Parity: |
-0.80 |
| Time value: |
0.33 |
| Break-even: |
60.80 |
| Moneyness: |
0.86 |
| Premium: |
0.23 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
5.68 |
| Rho: |
0.07 |
Quote data
| Open: |
0.300 |
| High: |
0.320 |
| Low: |
0.300 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.57% |
| 1 Month |
|
|
-31.91% |
| 3 Months |
|
|
+82.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.340 |
| 1M High / 1M Low: |
0.510 |
0.290 |
| 6M High / 6M Low: |
0.650 |
0.112 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.392 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.297 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.13% |
| Volatility 6M: |
|
179.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
