Morgan Stanley Put 45 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME3YAY3
Morgan Stanley Put 45 SPDR S&P Re.../ DE000ME3YAY3 /
2024-07-03 1:05:49 PM |
Chg.-0.007 |
Bid5:50:11 PM |
Ask5:50:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.064EUR |
-9.86% |
0.073 Bid Size: 200,000 |
0.076 Ask Size: 200,000 |
- |
45.00 - |
2024-09-20 |
Put |
Master data
WKN: |
ME3YAY |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-11-21 |
Last trading day: |
2024-09-20 |
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: |
0.064 |
High: |
0.064 |
Low: |
0.064 |
Previous Close: |
0.071 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-46.67% |
1 Month |
|
|
-57.05% |
3 Months |
|
|
-70.37% |
YTD |
|
|
-66.32% |
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): |
2024-02-07 |
0.350 |
Low (YTD): |
2024-07-02 |
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: |
|
- |