Morgan Stanley Call 280 TRV 20.12.2024
/ DE000ME79Q57
Morgan Stanley Call 280 TRV 20.12.../ DE000ME79Q57 /
| 26/09/2024 18:06:52 |
Chg.+0.002 |
Bid20:38:08 |
Ask20:38:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.132EUR |
+1.54% |
0.127
Bid Size: 40,000 |
0.153
Ask Size: 40,000 |
The Travelers Compan... |
280.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME79Q5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
22/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
136.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-3.92 |
| Time value: |
0.16 |
| Break-even: |
253.13 |
| Moneyness: |
0.84 |
| Premium: |
0.19 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.03 |
| Spread %: |
20.16% |
| Delta: |
0.12 |
| Theta: |
-0.03 |
| Omega: |
16.45 |
| Rho: |
0.06 |
Quote data
| Open: |
0.121 |
| High: |
0.132 |
| Low: |
0.121 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.01% |
| 1 Month |
|
|
+5.60% |
| 3 Months |
|
|
+48.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.161 |
0.129 |
| 1M High / 1M Low: |
0.260 |
0.116 |
| 6M High / 6M Low: |
0.370 |
0.058 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.145 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.147 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.70% |
| Volatility 6M: |
|
234.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
