Morgan Stanley Put 45 SPDR S&P Regional Banking ETF 20.12.2024
/ DE000ME73RC9
Morgan Stanley Put 45 SPDR S&P Re.../ DE000ME73RC9 /
03/07/2024 16:41:08 |
Chg.+0.001 |
Bid18:02:00 |
Ask18:02:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.158EUR |
+0.64% |
0.167 Bid Size: 200,000 |
0.170 Ask Size: 200,000 |
- |
45.00 - |
20/12/2024 |
Put |
Master data
WKN: |
ME73RC |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 - |
Maturity: |
20/12/2024 |
Issue date: |
18/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-28.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.26 |
Parity: |
-0.10 |
Time value: |
0.16 |
Break-even: |
43.41 |
Moneyness: |
0.98 |
Premium: |
0.06 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.00 |
Spread %: |
1.92% |
Delta: |
-0.36 |
Theta: |
0.00 |
Omega: |
-10.35 |
Rho: |
-0.08 |
Quote data
Open: |
0.154 |
High: |
0.158 |
Low: |
0.154 |
Previous Close: |
0.157 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.19% |
1 Month |
|
|
-31.00% |
3 Months |
|
|
-47.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.233 |
0.157 |
1M High / 1M Low: |
0.290 |
0.157 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.189 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.234 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |