Morgan Stanley Call 260 TRV 21.03.2025
/ DE000MG0XRJ4
Morgan Stanley Call 260 TRV 21.03.../ DE000MG0XRJ4 /
| 2024-09-20 3:49:24 PM |
Chg.-0.070 |
Bid7:02:39 PM |
Ask7:02:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-8.24% |
0.860
Bid Size: 40,000 |
0.890
Ask Size: 40,000 |
The Travelers Compan... |
260.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG0XRJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 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: |
25.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-2.01 |
| Time value: |
0.84 |
| Break-even: |
241.39 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.03 |
| Spread %: |
3.70% |
| Delta: |
0.37 |
| Theta: |
-0.04 |
| Omega: |
9.30 |
| Rho: |
0.35 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.780 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.36% |
| 1 Month |
|
|
+110.81% |
| 3 Months |
|
|
+110.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.850 |
| 1M High / 1M Low: |
1.060 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.970 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.663 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
