Morgan Stanley Call 60 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME16DK1
Morgan Stanley Call 60 SPDR S&P R.../ DE000ME16DK1 /
| 2024-07-22 9:00:22 PM |
Chg.+0.004 |
Bid9:52:55 PM |
Ask9:52:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.149EUR |
+2.76% |
0.155
Bid Size: 350,000 |
0.158
Ask Size: 350,000 |
- |
60.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME16DK |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.26 |
| Parity: |
-0.86 |
| Time value: |
0.14 |
| Break-even: |
61.40 |
| Moneyness: |
0.86 |
| Premium: |
0.20 |
| Premium p.a.: |
1.96 |
| Spread abs.: |
0.00 |
| Spread %: |
2.19% |
| Delta: |
0.25 |
| Theta: |
-0.03 |
| Omega: |
9.32 |
| Rho: |
0.02 |
Quote data
| Open: |
0.141 |
| High: |
0.149 |
| Low: |
0.120 |
| Previous Close: |
0.145 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+129.23% |
| 1 Month |
|
|
+893.33% |
| 3 Months |
|
|
+125.76% |
| YTD |
|
|
-46.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.159 |
0.065 |
| 1M High / 1M Low: |
0.159 |
0.011 |
| 6M High / 6M Low: |
0.214 |
0.011 |
| High (YTD): |
2024-01-02 |
0.270 |
| Low (YTD): |
2024-07-05 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.071 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
580.69% |
| Volatility 6M: |
|
313.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
