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Morgan Stanley Call 220 TRV 21.06.../  DE000MB81S21  /

Stuttgart
22/05/2024  10:18:09 Chg.+0.030 Bid11:45:07 Ask11:45:07 Underlying Strike price Expiration date Option type
0.200EUR +17.65% 0.200
Bid Size: 1,000		 0.280
Ask Size: 1,000		 The Travelers Compan... 220.00 - 21/06/2024 Call
 

Master data

WKN: MB81S2
Issuer: Morgan Stanley
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 21/06/2024
Issue date: 28/06/2023
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 79.69
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.17
Parity: -2.08
Time value: 0.25
Break-even: 222.50
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 2.83
Spread abs.: 0.02
Spread %: 8.70%
Delta: 0.21
Theta: -0.11
Omega: 16.73
Rho: 0.03
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.170
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.79%
1 Month
  -52.38%
3 Months
  -83.33%
YTD  
+9.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.159
1M High / 1M Low: 0.420 0.159
6M High / 6M Low: 1.630 0.136
High (YTD): 08/04/2024 1.630
Low (YTD): 15/05/2024 0.159
52W High: - -
52W Low: - -
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.308
Avg. volume 1M:   0.000
Avg. price 6M:   0.617
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   514.78%
Volatility 6M:   403.87%
Volatility 1Y:   -
Volatility 3Y:   -