Morgan Stanley Call 240 TRV 21.03.2025
/ DE000MG0YBE7
Morgan Stanley Call 240 TRV 21.03.../ DE000MG0YBE7 /
| 2024-09-20 3:51:20 PM |
Chg.-0.14 |
Bid7:48:10 PM |
Ask7:48:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.48EUR |
-8.64% |
1.65
Bid Size: 40,000 |
1.68
Ask Size: 40,000 |
The Travelers Compan... |
240.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG0YBE |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-27 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.19 |
| Parity: |
-0.22 |
| Time value: |
1.59 |
| Break-even: |
230.96 |
| Moneyness: |
0.99 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
1.92% |
| Delta: |
0.55 |
| Theta: |
-0.05 |
| Omega: |
7.37 |
| Rho: |
0.51 |
Quote data
| Open: |
1.56 |
| High: |
1.56 |
| Low: |
1.48 |
| Previous Close: |
1.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.20% |
| 1 Month |
|
|
+108.45% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.90 |
1.62 |
| 1M High / 1M Low: |
1.90 |
0.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
