Morgan Stanley Call 200 TRV 20.12.2024
/ DE000ME661M5
Morgan Stanley Call 200 TRV 20.12.../ DE000ME661M5 /
| 24/06/2024 21:02:34 |
Chg.+0.15 |
Bid21:12:00 |
Ask21:12:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.15EUR |
+7.50% |
2.11
Bid Size: 40,000 |
2.13
Ask Size: 40,000 |
The Travelers Compan... |
200.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME661M |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
0.92 |
| Time value: |
1.10 |
| Break-even: |
207.33 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
6.60 |
| Rho: |
0.56 |
Quote data
| Open: |
2.02 |
| High: |
2.15 |
| Low: |
2.02 |
| Previous Close: |
2.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.56% |
| 1 Month |
|
|
-1.38% |
| 3 Months |
|
|
-39.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
1.72 |
| 1M High / 1M Low: |
2.28 |
1.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
