Morgan Stanley Put 45 SPDR S&P Re.../  DE000ME570Z0  /

Stuttgart
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:   -