Morgan Stanley Put 200 TRV 20.12.2024
/ DE000ME73ZD0
Morgan Stanley Put 200 TRV 20.12..../ DE000ME73ZD0 /
| 06/09/2024 20:48:19 |
Chg.- |
Bid09:25:33 |
Ask09:25:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
- |
0.270
Bid Size: 10,000 |
0.360
Ask Size: 10,000 |
The Travelers Compan... |
200.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
ME73ZD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
18/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-62.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
-3.11 |
| Time value: |
0.34 |
| Break-even: |
177.02 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.03 |
| Spread %: |
9.68% |
| Delta: |
-0.15 |
| Theta: |
-0.04 |
| Omega: |
-9.63 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.300 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.71% |
| 1 Month |
|
|
-55.71% |
| 3 Months |
|
|
-52.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.280 |
| 1M High / 1M Low: |
0.720 |
0.280 |
| 6M High / 6M Low: |
0.940 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.419 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.642 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.12% |
| Volatility 6M: |
|
198.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
