Morgan Stanley Call 60 SPDR S&P Regional Banking ETF 20.12.2024
/ DE000ME574D9
Morgan Stanley Call 60 SPDR S&P R.../ DE000ME574D9 /
| 02/10/2024 15:51:53 |
Chg.+0.050 |
Bid17:53:55 |
Ask17:53:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+5.15% |
0.950
Bid Size: 17,500 |
0.960
Ask Size: 17,500 |
- |
60.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
ME574D |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
13/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
53.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
-10.54 |
| Time value: |
0.93 |
| Break-even: |
60.93 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
1.62 |
| Spread abs.: |
0.01 |
| Spread %: |
1.09% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
10.25 |
| Rho: |
0.02 |
Quote data
| Open: |
0.840 |
| High: |
1.020 |
| Low: |
0.840 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.03% |
| 1 Month |
|
|
-32.00% |
| 3 Months |
|
|
+104.00% |
| YTD |
|
|
-33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.970 |
| 1M High / 1M Low: |
1.670 |
0.870 |
| 6M High / 6M Low: |
2.030 |
0.360 |
| High (YTD): |
31/07/2024 |
2.030 |
| Low (YTD): |
26/06/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.909 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.45% |
| Volatility 6M: |
|
192.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
