Morgan Stanley Put 45 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME3YAY3
Morgan Stanley Put 45 SPDR S&P Re.../ DE000ME3YAY3 /
| 22/07/2024 18:29:24 |
Chg.-0.004 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.022EUR |
-15.38% |
-
Bid Size: - |
-
Ask Size: - |
- |
45.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
ME3YAY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
21/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-128.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
-0.64 |
| Time value: |
0.04 |
| Break-even: |
44.60 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.01 |
| Spread %: |
42.86% |
| Delta: |
-0.12 |
| Theta: |
-0.01 |
| Omega: |
-15.46 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.022 |
| Previous Close: |
0.026 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.14% |
| 1 Month |
|
|
-85.71% |
| 3 Months |
|
|
-89.27% |
| YTD |
|
|
-88.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.021 |
| 1M High / 1M Low: |
0.142 |
0.021 |
| 6M High / 6M Low: |
0.350 |
0.021 |
| High (YTD): |
07/02/2024 |
0.350 |
| Low (YTD): |
17/07/2024 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.182 |
| Avg. volume 6M: |
|
24.590 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.88% |
| Volatility 6M: |
|
206.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
