Morgan Stanley Call 50 SPDR S&P Regional Banking ETF 20.09.2024
/ DE000ME16DH7
Morgan Stanley Call 50 SPDR S&P R.../ DE000ME16DH7 /
2024-05-31 5:50:10 PM |
Chg.+0.017 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.221EUR |
+8.33% |
- Bid Size: - |
- Ask Size: - |
- |
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: |
19.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.27 |
Parity: |
-0.49 |
Time value: |
0.23 |
Break-even: |
52.28 |
Moneyness: |
0.90 |
Premium: |
0.16 |
Premium p.a.: |
0.63 |
Spread abs.: |
0.00 |
Spread %: |
1.33% |
Delta: |
0.38 |
Theta: |
-0.02 |
Omega: |
7.44 |
Rho: |
0.04 |
Quote data
Open: |
0.196 |
High: |
0.221 |
Low: |
0.196 |
Previous Close: |
0.204 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.79% |
1 Month |
|
|
-23.79% |
3 Months |
|
|
-28.71% |
YTD |
|
|
-69.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.221 |
0.159 |
1M High / 1M Low: |
0.360 |
0.159 |
6M High / 6M Low: |
0.750 |
0.159 |
High (YTD): |
2024-01-02 |
0.700 |
Low (YTD): |
2024-05-29 |
0.159 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.195 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.295 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.407 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
165.83% |
Volatility 6M: |
|
185.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |