Morgan Stanley Call 50 SPDR S&P Regional Banking ETF 21.06.2024
/ DE000MB77AF5
Morgan Stanley Call 50 SPDR S&P R.../ DE000MB77AF5 /
| 2024-05-17 8:51:11 PM |
Chg.+0.08 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.85EUR |
+4.52% |
-
Bid Size: - |
-
Ask Size: - |
- |
50.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB77AF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
25.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.27 |
| Parity: |
-2.92 |
| Time value: |
1.87 |
| Break-even: |
51.87 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
1.83 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
0.39 |
| Theta: |
-0.04 |
| Omega: |
9.81 |
| Rho: |
0.02 |
Quote data
| Open: |
1.77 |
| High: |
1.85 |
| Low: |
1.77 |
| Previous Close: |
1.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.45% |
| 1 Month |
|
|
+83.17% |
| 3 Months |
|
|
+1.09% |
| YTD |
|
|
-32.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.69 |
| 1M High / 1M Low: |
1.85 |
0.90 |
| 6M High / 6M Low: |
2.81 |
0.77 |
| High (YTD): |
2024-01-30 |
2.81 |
| Low (YTD): |
2024-04-18 |
0.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.65% |
| Volatility 6M: |
|
192.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
