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Morgan Stanley Call 210 TRV 21.06.../  DE000MB81S13  /

Stuttgart
2024-05-22  10:18:09 AM Chg.+0.060 Bid4:10:02 PM Ask4:10:02 PM Underlying Strike price Expiration date Option type
0.730EUR +8.96% 0.840
Bid Size: 20,000		 0.880
Ask Size: 20,000		 The Travelers Compan... 210.00 - 2024-06-21 Call
 

Master data

WKN: MB81S1
Issuer: Morgan Stanley
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 2024-06-21
Issue date: 2023-06-28
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 24.30
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.17
Parity: -1.08
Time value: 0.82
Break-even: 218.20
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 2.02
Spread abs.: 0.04
Spread %: 5.13%
Delta: 0.40
Theta: -0.21
Omega: 9.83
Rho: 0.06
 

Quote data

Open: 0.730
High: 0.730
Low: 0.730
Previous Close: 0.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.67%
1 Month
  -24.74%
3 Months
  -60.33%
YTD  
+121.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.600
1M High / 1M Low: 1.040 0.600
6M High / 6M Low: 2.390 0.210
High (YTD): 2024-03-28 2.390
Low (YTD): 2024-01-09 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.806
Avg. volume 1W:   0.000
Avg. price 1M:   0.851
Avg. volume 1M:   0.000
Avg. price 6M:   1.056
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   316.53%
Volatility 6M:   293.74%
Volatility 1Y:   -
Volatility 3Y:   -