Morgan Stanley Put 40 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME1B809
Morgan Stanley Put 40 SPDR S&P Re.../ DE000ME1B809 /
| 2024-07-03 2:21:27 PM |
Chg.-0.004 |
Bid5:22:31 PM |
Ask5:22:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
-17.39% |
0.024
Bid Size: 200,000 |
0.040
Ask Size: 200,000 |
- |
40.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
ME1B80 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-115.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
-0.60 |
| Time value: |
0.04 |
| Break-even: |
39.60 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.02 |
| Spread %: |
73.91% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-14.09 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.019 |
| Previous Close: |
0.023 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.76% |
| 1 Month |
|
|
-66.07% |
| 3 Months |
|
|
-82.41% |
| YTD |
|
|
-83.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.042 |
0.023 |
| 1M High / 1M Low: |
0.068 |
0.023 |
| 6M High / 6M Low: |
0.190 |
0.023 |
| High (YTD): |
2024-02-07 |
0.190 |
| Low (YTD): |
2024-07-02 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.100 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.64% |
| Volatility 6M: |
|
193.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
