Morgan Stanley Call 300 TRV 20.12.2024
/ DE000ME8XQ49
Morgan Stanley Call 300 TRV 20.12.../ DE000ME8XQ49 /
06/09/2024 18:07:51 |
Chg.+0.005 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.130EUR |
+4.00% |
- Bid Size: - |
- Ask Size: - |
The Travelers Compan... |
300.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME8XQ4 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
The Travelers Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
19/02/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
118.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.18 |
Parity: |
-5.91 |
Time value: |
0.18 |
Break-even: |
272.42 |
Moneyness: |
0.78 |
Premium: |
0.29 |
Premium p.a.: |
1.43 |
Spread abs.: |
0.05 |
Spread %: |
33.58% |
Delta: |
0.11 |
Theta: |
-0.04 |
Omega: |
12.62 |
Rho: |
0.06 |
Quote data
Open: |
0.110 |
High: |
0.138 |
Low: |
0.109 |
Previous Close: |
0.125 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+13.04% |
1 Month |
|
|
+17.12% |
3 Months |
|
|
+34.02% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.095 |
1M High / 1M Low: |
0.130 |
0.088 |
6M High / 6M Low: |
0.240 |
0.045 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.117 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.108 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.120 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
131.77% |
Volatility 6M: |
|
228.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |