Morgan Stanley Call 280 TRV 20.12.2024
/ DE000ME79Q57
Morgan Stanley Call 280 TRV 20.12.../ DE000ME79Q57 /
| 28/06/2024 18:03:36 |
Chg.-0.006 |
Bid19:33:46 |
Ask19:33:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
-6.82% |
0.082
Bid Size: 40,000 |
0.104
Ask Size: 40,000 |
The Travelers Compan... |
280.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME79Q5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
22/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
171.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-6.82 |
| Time value: |
0.11 |
| Break-even: |
262.62 |
| Moneyness: |
0.74 |
| Premium: |
0.36 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.02 |
| Spread %: |
22.83% |
| Delta: |
0.08 |
| Theta: |
-0.02 |
| Omega: |
12.88 |
| Rho: |
0.06 |
Quote data
| Open: |
0.066 |
| High: |
0.082 |
| Low: |
0.066 |
| Previous Close: |
0.088 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.46% |
| 1 Month |
|
|
-18.81% |
| 3 Months |
|
|
-76.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.101 |
0.088 |
| 1M High / 1M Low: |
0.125 |
0.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.099 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
