Morgan Stanley Put 45 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME3YC49
Morgan Stanley Put 45 SPDR S&P Re.../ DE000ME3YC49 /
| 2024-07-03 1:05:54 PM |
Chg.-0.070 |
Bid6:04:38 PM |
Ask6:04:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-12.50% |
0.590
Bid Size: 20,000 |
0.600
Ask Size: 20,000 |
- |
45.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
ME3YC4 |
| 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: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-86.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.26 |
| Parity: |
-1.03 |
| Time value: |
0.53 |
| Break-even: |
44.47 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
-0.30 |
| Theta: |
0.00 |
| Omega: |
-25.63 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.68% |
| 1 Month |
|
|
-51.00% |
| 3 Months |
|
|
-58.82% |
| YTD |
|
|
-44.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.560 |
| 1M High / 1M Low: |
1.290 |
0.560 |
| 6M High / 6M Low: |
1.670 |
0.560 |
| High (YTD): |
2024-02-07 |
1.670 |
| Low (YTD): |
2024-07-02 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.997 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.124 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.71% |
| Volatility 6M: |
|
168.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
