Morgan Stanley Call 230 TRV 20.12.2024
/ DE000ME661Q6
Morgan Stanley Call 230 TRV 20.12.../ DE000ME661Q6 /
| 26/09/2024 16:58:20 |
Chg.+0.08 |
Bid18:30:34 |
Ask18:30:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
+5.52% |
1.44
Bid Size: 40,000 |
1.47
Ask Size: 40,000 |
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: |
14.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.57 |
| Time value: |
0.91 |
| Break-even: |
221.45 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
2.07% |
| Delta: |
0.63 |
| Theta: |
-0.07 |
| Omega: |
9.05 |
| Rho: |
0.28 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.83% |
| 1 Month |
|
|
+104.00% |
| 3 Months |
|
|
+240.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.45 |
| 1M High / 1M Low: |
1.93 |
0.75 |
| 6M High / 6M Low: |
1.93 |
0.35 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.21% |
| Volatility 6M: |
|
225.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
