Morgan Stanley Put 40 SPDR S&P Regional Banking ETF 20.12.2024
/ DE000ME57103
Morgan Stanley Put 40 SPDR S&P Re.../ DE000ME57103 /
2024-08-23 9:18:20 PM |
Chg.-0.040 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-14.29% |
- Bid Size: - |
- Ask Size: - |
- |
40.00 - |
2024-12-20 |
Put |
Master data
WKN: |
ME5710 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-13 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-209.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.26 |
Parity: |
-11.59 |
Time value: |
0.25 |
Break-even: |
39.75 |
Moneyness: |
0.78 |
Premium: |
0.23 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.01 |
Spread %: |
3.36% |
Delta: |
-0.06 |
Theta: |
0.00 |
Omega: |
-12.14 |
Rho: |
-0.01 |
Quote data
Open: |
0.220 |
High: |
0.260 |
Low: |
0.220 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.29% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-63.08% |
YTD |
|
|
-68.83% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.240 |
1M High / 1M Low: |
0.560 |
0.240 |
6M High / 6M Low: |
1.090 |
0.240 |
High (YTD): |
2024-02-13 |
1.290 |
Low (YTD): |
2024-08-23 |
0.240 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.274 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.374 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.686 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.27% |
Volatility 6M: |
|
130.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |