Morgan Stanley Call 50 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME16DH7
Morgan Stanley Call 50 SPDR S&P R.../ DE000ME16DH7 /
| 2024-06-07 11:37:42 AM |
Chg.-0.008 |
Bid1:10:53 PM |
Ask1:10:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-5.06% |
0.152
Bid Size: 5,000 |
0.162
Ask Size: 5,000 |
- |
50.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
ME16DH |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
-0.65 |
| Time value: |
0.16 |
| Break-even: |
51.59 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.00 |
| Spread %: |
1.92% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
8.35 |
| Rho: |
0.03 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.158 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.13% |
| 1 Month |
|
|
-55.88% |
| 3 Months |
|
|
-60.53% |
| YTD |
|
|
-79.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.221 |
0.157 |
| 1M High / 1M Low: |
0.360 |
0.157 |
| 6M High / 6M Low: |
0.750 |
0.157 |
| High (YTD): |
2024-01-02 |
0.700 |
| Low (YTD): |
2024-06-05 |
0.157 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.177 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.268 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.14% |
| Volatility 6M: |
|
187.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
