Morgan Stanley Put 45 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME3YAY3
Morgan Stanley Put 45 SPDR S&P Re.../ DE000ME3YAY3 /
| 7/2/2024 6:30:49 PM |
Chg.- |
Bid11:46:04 AM |
Ask11:46:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
- |
0.062
Bid Size: 5,000 |
0.092
Ask Size: 5,000 |
- |
45.00 - |
9/20/2024 |
Put |
Master data
| WKN: |
ME3YAY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
11/21/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-66.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.26 |
| Parity: |
-0.10 |
| Time value: |
0.07 |
| Break-even: |
44.31 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.00 |
| Spread %: |
4.55% |
| Delta: |
-0.32 |
| Theta: |
-0.01 |
| Omega: |
-21.25 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.077 |
| High: |
0.077 |
| Low: |
0.071 |
| Previous Close: |
0.083 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.83% |
| 1 Month |
|
|
-52.35% |
| 3 Months |
|
|
-67.13% |
| YTD |
|
|
-62.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.071 |
| 1M High / 1M Low: |
0.187 |
0.071 |
| 6M High / 6M Low: |
0.350 |
0.071 |
| High (YTD): |
2/7/2024 |
0.350 |
| Low (YTD): |
7/2/2024 |
0.071 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.095 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.200 |
| Avg. volume 6M: |
|
24.590 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.84% |
| Volatility 6M: |
|
192.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
