Morgan Stanley Call 230 TRV 20.12.2024
/ DE000ME661Q6
Morgan Stanley Call 230 TRV 20.12.../ DE000ME661Q6 /
| 09/07/2024 21:02:08 |
Chg.- |
Bid08:52:39 |
Ask08:52:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
- |
0.410
Bid Size: 1,000 |
0.490
Ask Size: 1,000 |
The Travelers Compan... |
230.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME661Q |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-2.38 |
| Time value: |
0.45 |
| Break-even: |
216.86 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
7.14% |
| Delta: |
0.27 |
| Theta: |
-0.03 |
| Omega: |
11.52 |
| Rho: |
0.21 |
Quote data
| Open: |
0.440 |
| High: |
0.470 |
| Low: |
0.440 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.76% |
| 1 Month |
|
|
-40.79% |
| 3 Months |
|
|
-70.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.350 |
| 1M High / 1M Low: |
0.760 |
0.350 |
| 6M High / 6M Low: |
1.920 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.998 |
| Avg. volume 6M: |
|
5.701 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.71% |
| Volatility 6M: |
|
227.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
