Morgan Stanley Put 45 SPDR S&P Regional Banking ETF 20.12.2024
/ DE000ME570Z0
Morgan Stanley Put 45 SPDR S&P Re.../ DE000ME570Z0 /
28/10/2024 16:24:53 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.209EUR |
- |
- Bid Size: - |
- Ask Size: - |
- |
45.00 - |
20/12/2024 |
Put |
Master data
WKN: |
ME570Z |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 - |
Maturity: |
20/12/2024 |
Issue date: |
13/12/2023 |
Last trading day: |
29/10/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-256.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.26 |
Parity: |
-9.13 |
Time value: |
0.21 |
Break-even: |
44.79 |
Moneyness: |
0.83 |
Premium: |
0.17 |
Premium p.a.: |
2.36 |
Spread abs.: |
0.01 |
Spread %: |
3.43% |
Delta: |
-0.07 |
Theta: |
-0.01 |
Omega: |
-16.68 |
Rho: |
0.00 |
Quote data
Open: |
0.205 |
High: |
0.209 |
Low: |
0.205 |
Previous Close: |
0.216 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-3.24% |
1 Month |
|
|
-51.40% |
3 Months |
|
|
-74.20% |
YTD |
|
|
-80.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.209 |
0.209 |
1M High / 1M Low: |
0.430 |
0.209 |
6M High / 6M Low: |
1.570 |
0.209 |
High (YTD): |
13/02/2024 |
1.890 |
Low (YTD): |
28/10/2024 |
0.209 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.209 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.274 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.727 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.90% |
Volatility 6M: |
|
146.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |