Morgan Stanley Call 62.5 SPDR S&P Regional Banking ETF 20.12.2024
/ DE000ME73RR7
Morgan Stanley Call 62.5 SPDR S&P.../ DE000ME73RR7 /
10/2/2024 9:17:11 PM |
Chg.-0.010 |
Bid10/2/2024 |
Ask10/2/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.077EUR |
-11.49% |
0.077 Bid Size: 175,000 |
0.080 Ask Size: 175,000 |
- |
62.50 - |
12/20/2024 |
Call |
Master data
WKN: |
ME73RR |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
62.50 - |
Maturity: |
12/20/2024 |
Issue date: |
1/18/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
57.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.26 |
Parity: |
-1.30 |
Time value: |
0.09 |
Break-even: |
63.36 |
Moneyness: |
0.79 |
Premium: |
0.28 |
Premium p.a.: |
2.14 |
Spread abs.: |
0.00 |
Spread %: |
3.61% |
Delta: |
0.17 |
Theta: |
-0.02 |
Omega: |
9.69 |
Rho: |
0.02 |
Quote data
Open: |
0.073 |
High: |
0.083 |
Low: |
0.073 |
Previous Close: |
0.087 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.30% |
1 Month |
|
|
-57.46% |
3 Months |
|
|
+63.83% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.121 |
0.087 |
1M High / 1M Low: |
0.200 |
0.082 |
6M High / 6M Low: |
0.330 |
0.033 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.101 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.129 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.112 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
289.91% |
Volatility 6M: |
|
272.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |