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Morgan Stanley Call 220 TRV 20.09.../  DE000ME17QV8  /

Stuttgart
6/18/2024  5:27:59 PM Chg.+0.080 Bid6/18/2024 Ask6/18/2024 Underlying Strike price Expiration date Option type
0.510EUR +18.60% 0.510
Bid Size: 20,000		 0.550
Ask Size: 20,000		 The Travelers Compan... 220.00 USD 9/20/2024 Call
 

Master data

WKN: ME17QV
Issuer: Morgan Stanley
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 9/20/2024
Issue date: 9/27/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.27
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.17
Parity: -1.11
Time value: 0.52
Break-even: 210.04
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.37
Spread abs.: 0.05
Spread %: 10.64%
Delta: 0.36
Theta: -0.05
Omega: 13.58
Rho: 0.17
 

Quote data

Open: 0.450
High: 0.510
Low: 0.450
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -43.96%
3 Months
  -68.90%
YTD  
+45.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.390
1M High / 1M Low: 0.810 0.390
6M High / 6M Low: 2.080 0.260
High (YTD): 4/8/2024 2.080
Low (YTD): 1/9/2024 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.594
Avg. volume 1M:   0.000
Avg. price 6M:   1.037
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.90%
Volatility 6M:   226.98%
Volatility 1Y:   -
Volatility 3Y:   -