Morgan Stanley Call 230 TRV 21.03.2025
/ DE000MG0YBD9
Morgan Stanley Call 230 TRV 21.03.../ DE000MG0YBD9 /
| 10/07/2024 20:54:25 |
Chg.0.000 |
Bid10/07/2024 |
Ask10/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
0.00% |
0.740
Bid Size: 7,500 |
0.810
Ask Size: 7,500 |
The Travelers Compan... |
230.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG0YBD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
27/03/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-2.48 |
| Time value: |
0.74 |
| Break-even: |
220.08 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
4.23% |
| Delta: |
0.34 |
| Theta: |
-0.03 |
| Omega: |
8.61 |
| Rho: |
0.39 |
Quote data
| Open: |
0.660 |
| High: |
0.740 |
| Low: |
0.660 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.82% |
| 1 Month |
|
|
-33.93% |
| 3 Months |
|
|
-61.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.600 |
| 1M High / 1M Low: |
1.120 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.784 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
