Morgan Stanley Call 250 TRV 20.12.2024
/ DE000ME6LT67
Morgan Stanley Call 250 TRV 20.12.../ DE000ME6LT67 /
| 9/9/2024 10:59:05 AM |
Chg.+0.050 |
Bid9/9/2024 |
Ask9/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+8.20% |
0.660
Bid Size: 5,000 |
0.750
Ask Size: 5,000 |
The Travelers Compan... |
250.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME6LT6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-1.40 |
| Time value: |
0.66 |
| Break-even: |
232.10 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.04 |
| Spread %: |
6.45% |
| Delta: |
0.37 |
| Theta: |
-0.06 |
| Omega: |
11.75 |
| Rho: |
0.20 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+94.12% |
| 1 Month |
|
|
+164.00% |
| 3 Months |
|
|
+112.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.340 |
| 1M High / 1M Low: |
0.610 |
0.180 |
| 6M High / 6M Low: |
1.020 |
0.154 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.395 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.12% |
| Volatility 6M: |
|
238.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
