Morgan Stanley Put 200 TRV 20.12.2024
/ DE000ME73ZD0
Morgan Stanley Put 200 TRV 20.12..../ DE000ME73ZD0 /
| 2024-06-24 4:16:56 PM |
Chg.-0.060 |
Bid5:20:16 PM |
Ask5:20:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-8.45% |
0.630
Bid Size: 40,000 |
0.650
Ask Size: 40,000 |
The Travelers Compan... |
200.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
ME73ZD |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-18 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-0.92 |
| Time value: |
0.72 |
| Break-even: |
179.93 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.86% |
| Delta: |
-0.32 |
| Theta: |
-0.03 |
| Omega: |
-8.60 |
| Rho: |
-0.34 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.650 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.47% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-1.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.640 |
| 1M High / 1M Low: |
0.790 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.708 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
