Morgan Stanley Call 230 TRV 21.03.2025
/ DE000MG0YBD9
Morgan Stanley Call 230 TRV 21.03.../ DE000MG0YBD9 /
| 9/26/2024 8:58:10 PM |
Chg.- |
Bid10:10:24 AM |
Ask10:10:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
- |
1.92
Bid Size: 2,000 |
2.01
Ask Size: 1,500 |
The Travelers Compan... |
230.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG0YBD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/27/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
0.54 |
| Time value: |
1.45 |
| Break-even: |
225.68 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
1.53% |
| Delta: |
0.63 |
| Theta: |
-0.05 |
| Omega: |
6.64 |
| Rho: |
0.54 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
1.88 |
| Previous Close: |
1.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
+52.34% |
| 3 Months |
|
|
+163.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.15 |
1.95 |
| 1M High / 1M Low: |
2.48 |
1.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
