Morgan Stanley Call 60 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME574E7
Morgan Stanley Call 60 SPDR S&P R.../ DE000ME574E7 /
| 03/07/2024 15:51:21 |
Chg.-0.004 |
Bid18:09:30 |
Ask18:09:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-2.30% |
0.156
Bid Size: 20,000 |
0.164
Ask Size: 20,000 |
- |
60.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
ME574E |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
13/12/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
244.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
-13.97 |
| Time value: |
0.19 |
| Break-even: |
60.19 |
| Moneyness: |
0.77 |
| Premium: |
0.31 |
| Premium p.a.: |
2.45 |
| Spread abs.: |
0.01 |
| Spread %: |
4.44% |
| Delta: |
0.06 |
| Theta: |
-0.01 |
| Omega: |
15.35 |
| Rho: |
0.01 |
Quote data
| Open: |
0.110 |
| High: |
0.170 |
| Low: |
0.110 |
| Previous Close: |
0.174 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.09% |
| 1 Month |
|
|
-21.30% |
| 3 Months |
|
|
-67.92% |
| YTD |
|
|
-86.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.177 |
0.137 |
| 1M High / 1M Low: |
0.216 |
0.100 |
| 6M High / 6M Low: |
1.230 |
0.100 |
| High (YTD): |
30/01/2024 |
1.230 |
| Low (YTD): |
12/06/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.165 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.528 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.84% |
| Volatility 6M: |
|
199.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
