Morgan Stanley Put 45 SPDR S&P Regional Banking ETF 20.12.2024
/ DE000ME570Z0
Morgan Stanley Put 45 SPDR S&P Re.../ DE000ME570Z0 /
| 7/3/2024 3:51:02 PM |
Chg.0.000 |
Bid4:06:54 PM |
Ask4:06:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
0.00% |
0.930
Bid Size: 20,000 |
0.940
Ask Size: 20,000 |
- |
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: |
-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: |
0.930 |
| Low: |
0.880 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.55% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-33.57% |
| YTD |
|
|
-13.89% |
| 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): |
2/13/2024 |
1.890 |
| Low (YTD): |
7/2/2024 |
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: |
|
- |
