Morgan Stanley Call 210 TRV 20.12.2024
/ DE000ME661N3
Morgan Stanley Call 210 TRV 20.12.../ DE000ME661N3 /
| 10/28/2024 5:35:01 PM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.24EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
The Travelers Compan... |
210.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
ME661N |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
10/29/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.43 |
| Intrinsic value: |
3.36 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.21 |
| Parity: |
3.36 |
| Time value: |
0.83 |
| Break-even: |
251.90 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.06 |
| Spread %: |
1.45% |
| Delta: |
0.78 |
| Theta: |
-0.24 |
| Omega: |
4.55 |
| Rho: |
0.14 |
Quote data
| Open: |
4.12 |
| High: |
4.24 |
| Low: |
4.12 |
| Previous Close: |
4.06 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.44% |
| 3 Months |
|
|
+188.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.29 |
2.96 |
| 6M High / 6M Low: |
5.29 |
0.90 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
4.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
474.56% |
| Volatility 6M: |
|
204.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
