Morgan Stanley Put 45 SPDR S&P Regional Banking ETF 20.12.2024
/ DE000ME570Z0
Morgan Stanley Put 45 SPDR S&P Re.../ DE000ME570Z0 /
| 10/2/2024 3:51:32 PM |
Chg.-0.010 |
Bid6:28:12 PM |
Ask6:28:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-2.50% |
0.410
Bid Size: 17,500 |
0.420
Ask Size: 17,500 |
- |
45.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
ME570Z |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
45.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
12/13/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-115.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.26 |
| Parity: |
-4.46 |
| Time value: |
0.43 |
| Break-even: |
44.57 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
-0.15 |
| Theta: |
-0.01 |
| Omega: |
-17.55 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.330 |
| High: |
0.390 |
| Low: |
0.330 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.41% |
| 1 Month |
|
|
-2.50% |
| 3 Months |
|
|
-58.06% |
| YTD |
|
|
-63.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.330 |
| 1M High / 1M Low: |
0.550 |
0.310 |
| 6M High / 6M Low: |
1.730 |
0.310 |
| High (YTD): |
2/13/2024 |
1.890 |
| Low (YTD): |
9/19/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.923 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.93% |
| Volatility 6M: |
|
145.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
