Morgan Stanley Call 200 TRV 20.12.2024
/ DE000ME661M5
Morgan Stanley Call 200 TRV 20.12.../ DE000ME661M5 /
| 9/25/2024 9:22:29 PM |
Chg.- |
Bid10:45:15 AM |
Ask10:45:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.64EUR |
- |
3.76
Bid Size: 1,000 |
3.85
Ask Size: 1,000 |
The Travelers Compan... |
200.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.42 |
| Intrinsic value: |
3.26 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
3.26 |
| Time value: |
0.41 |
| Break-even: |
216.40 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
0.82% |
| Delta: |
0.87 |
| Theta: |
-0.06 |
| Omega: |
5.01 |
| Rho: |
0.34 |
Quote data
| Open: |
3.73 |
| High: |
3.73 |
| Low: |
3.64 |
| Previous Close: |
3.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.19% |
| 1 Month |
|
|
+45.02% |
| 3 Months |
|
|
+117.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.90 |
3.64 |
| 1M High / 1M Low: |
4.19 |
2.51 |
| 6M High / 6M Low: |
4.19 |
1.37 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.51 |
| Avg. volume 6M: |
|
18.60 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.26% |
| Volatility 6M: |
|
148.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
