Morgan Stanley Call 60 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME574E7
Morgan Stanley Call 60 SPDR S&P R.../ DE000ME574E7 /
| 2024-07-23 10:57:54 AM |
Chg.+0.03 |
Bid12:37:29 PM |
Ask12:37:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
+2.83% |
1.13
Bid Size: 3,750 |
1.24
Ask Size: 2,500 |
- |
60.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME574E |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
47.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
-7.73 |
| Time value: |
1.11 |
| Break-even: |
61.11 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
1.63 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
0.24 |
| Theta: |
-0.02 |
| Omega: |
11.16 |
| Rho: |
0.02 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.47% |
| 1 Month |
|
|
+626.67% |
| 3 Months |
|
|
+142.22% |
| YTD |
|
|
-14.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.76 |
| 1M High / 1M Low: |
1.06 |
0.14 |
| 6M High / 6M Low: |
1.23 |
0.10 |
| High (YTD): |
2024-01-30 |
1.23 |
| Low (YTD): |
2024-06-12 |
0.10 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
429.40% |
| Volatility 6M: |
|
264.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
