Morgan Stanley Call 210 TRV 20.12.2024
/ DE000ME661N3
Morgan Stanley Call 210 TRV 20.12.../ DE000ME661N3 /
| 2024-06-20 5:15:48 PM |
Chg.+0.26 |
Bid6:52:46 PM |
Ask6:52:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
+21.85% |
1.46
Bid Size: 40,000 |
1.48
Ask Size: 40,000 |
The Travelers Compan... |
210.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME661N |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-0.14 |
| Time value: |
1.28 |
| Break-even: |
208.20 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.09 |
| Spread %: |
7.56% |
| Delta: |
0.56 |
| Theta: |
-0.04 |
| Omega: |
8.47 |
| Rho: |
0.48 |
Quote data
| Open: |
1.24 |
| High: |
1.45 |
| Low: |
1.24 |
| Previous Close: |
1.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.85% |
| 1 Month |
|
|
-17.14% |
| 3 Months |
|
|
-47.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.19 |
| 1M High / 1M Low: |
1.77 |
1.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
