Morgan Stanley Call 280 TRV 20.12.2024
/ DE000ME79Q57
Morgan Stanley Call 280 TRV 20.12.../ DE000ME79Q57 /
| 24/06/2024 17:50:00 |
Chg.+0.004 |
Bid19:49:36 |
Ask19:49:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.101EUR |
+4.12% |
0.097
Bid Size: 40,000 |
0.117
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: |
166.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-6.57 |
| Time value: |
0.12 |
| Break-even: |
263.16 |
| Moneyness: |
0.75 |
| Premium: |
0.34 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.02 |
| Spread %: |
20.41% |
| Delta: |
0.08 |
| Theta: |
-0.02 |
| Omega: |
13.15 |
| Rho: |
0.07 |
Quote data
| Open: |
0.085 |
| High: |
0.101 |
| Low: |
0.085 |
| Previous Close: |
0.097 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.17% |
| 1 Month |
|
|
-14.41% |
| 3 Months |
|
|
-69.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.101 |
0.060 |
| 1M High / 1M Low: |
0.125 |
0.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.085 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
