Morgan Stanley Call 200 TRV 20.12.2024
/ DE000ME661M5
Morgan Stanley Call 200 TRV 20.12.../ DE000ME661M5 /
| 7/16/2024 5:21:30 PM |
Chg.+0.21 |
Bid6:11:23 PM |
Ask6:11:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.36EUR |
+9.77% |
2.36
Bid Size: 7,500 |
2.44
Ask Size: 7,500 |
The Travelers Compan... |
200.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME661M |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
1.23 |
| Time value: |
0.96 |
| Break-even: |
205.41 |
| Moneyness: |
1.07 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
3.79% |
| Delta: |
0.71 |
| Theta: |
-0.05 |
| Omega: |
6.34 |
| Rho: |
0.50 |
Quote data
| Open: |
2.10 |
| High: |
2.36 |
| Low: |
2.10 |
| Previous Close: |
2.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.28% |
| 1 Month |
|
|
+31.11% |
| 3 Months |
|
|
-29.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.15 |
1.56 |
| 1M High / 1M Low: |
2.19 |
1.37 |
| 6M High / 6M Low: |
3.89 |
1.37 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.56 |
| Avg. volume 6M: |
|
49.13 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.96% |
| Volatility 6M: |
|
126.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
