Morgan Stanley Put 45 SPDR S&P Regional Banking ETF 20.12.2024
/ DE000ME570Z0
Morgan Stanley Put 45 SPDR S&P Re.../ DE000ME570Z0 /
2024-07-03 10:30:18 AM |
Chg.-0.050 |
Bid1:35:37 PM |
Ask1:35:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
-5.38% |
0.900 Bid Size: 500 |
0.960 Ask Size: 500 |
- |
45.00 - |
2024-12-20 |
Put |
Master data
WKN: |
ME570Z |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-13 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-49.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.26 |
Parity: |
-1.03 |
Time value: |
0.93 |
Break-even: |
44.07 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
1.09% |
Delta: |
-0.32 |
Theta: |
0.00 |
Omega: |
-15.76 |
Rho: |
-0.07 |
Quote data
Open: |
0.880 |
High: |
0.880 |
Low: |
0.880 |
Previous Close: |
0.930 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-33.33% |
1 Month |
|
|
-29.03% |
3 Months |
|
|
-37.14% |
YTD |
|
|
-18.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.320 |
0.930 |
1M High / 1M Low: |
1.570 |
0.930 |
6M High / 6M Low: |
1.890 |
0.930 |
High (YTD): |
2024-02-13 |
1.890 |
Low (YTD): |
2024-07-02 |
0.930 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.090 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.297 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.356 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.17% |
Volatility 6M: |
|
123.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |