Morgan Stanley Call 230 TRV 20.12.2024
/ DE000ME661Q6
Morgan Stanley Call 230 TRV 20.12.../ DE000ME661Q6 /
20/09/2024 21:13:06 |
Chg.-0.08 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
1.58EUR |
-4.82% |
- Bid Size: - |
- Ask Size: - |
The Travelers Compan... |
230.00 USD |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
02/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.33 |
Intrinsic value: |
0.76 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
0.76 |
Time value: |
0.89 |
Break-even: |
222.53 |
Moneyness: |
1.04 |
Premium: |
0.04 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.03 |
Spread %: |
1.85% |
Delta: |
0.66 |
Theta: |
-0.07 |
Omega: |
8.49 |
Rho: |
0.30 |
Quote data
Open: |
1.54 |
High: |
1.62 |
Low: |
1.54 |
Previous Close: |
1.66 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.39% |
1 Month |
|
|
+167.80% |
3 Months |
|
|
+163.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.93 |
1.58 |
1M High / 1M Low: |
1.93 |
0.59 |
6M High / 6M Low: |
1.93 |
0.35 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.79 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.30 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.90 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
196.97% |
Volatility 6M: |
|
226.31% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |