Morgan Stanley Call 230 TRV 20.12.2024
/ DE000ME661Q6
Morgan Stanley Call 230 TRV 20.12.../ DE000ME661Q6 /
| 6/24/2024 9:02:41 PM |
Chg.+0.060 |
Bid9:18:05 PM |
Ask9:18:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+10.00% |
0.630
Bid Size: 40,000 |
0.650
Ask Size: 40,000 |
The Travelers Compan... |
230.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME661Q |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 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: |
31.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-1.89 |
| Time value: |
0.62 |
| Break-even: |
221.40 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
3.33% |
| Delta: |
0.34 |
| Theta: |
-0.04 |
| Omega: |
10.75 |
| Rho: |
0.30 |
Quote data
| Open: |
0.600 |
| High: |
0.660 |
| Low: |
0.600 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.69% |
| 1 Month |
|
|
-4.35% |
| 3 Months |
|
|
-60.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.470 |
| 1M High / 1M Low: |
0.760 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.613 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
