Morgan Stanley Put 45 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME3YC49
Morgan Stanley Put 45 SPDR S&P Re.../ DE000ME3YC49 /
23/07/2024 10:57:13 |
Chg.-0.046 |
Bid12:39:15 |
Ask12:39:15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.190EUR |
-19.49% |
0.170 Bid Size: 1,000 |
0.290 Ask Size: 1,000 |
- |
45.00 - |
20/09/2024 |
Put |
Master data
WKN: |
ME3YC4 |
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: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-227.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.26 |
Parity: |
-7.27 |
Time value: |
0.23 |
Break-even: |
44.77 |
Moneyness: |
0.86 |
Premium: |
0.14 |
Premium p.a.: |
1.29 |
Spread abs.: |
0.01 |
Spread %: |
3.14% |
Delta: |
-0.08 |
Theta: |
-0.01 |
Omega: |
-18.20 |
Rho: |
-0.01 |
Quote data
Open: |
0.190 |
High: |
0.190 |
Low: |
0.190 |
Previous Close: |
0.236 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.83% |
1 Month |
|
|
-84.03% |
3 Months |
|
|
-81.73% |
YTD |
|
|
-78.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.225 |
1M High / 1M Low: |
0.940 |
0.225 |
6M High / 6M Low: |
1.670 |
0.225 |
High (YTD): |
07/02/2024 |
1.670 |
Low (YTD): |
17/07/2024 |
0.225 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.242 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.534 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.048 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.62% |
Volatility 6M: |
|
178.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |