Morgan Stanley Put 200 TRV 21.03.2025
/ DE000MG10D60
Morgan Stanley Put 200 TRV 21.03..../ DE000MG10D60 /
| 2024-06-18 5:51:50 PM |
Chg.- |
Bid8:44:01 AM |
Ask8:44:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
- |
0.910
Bid Size: 3,750 |
1.030
Ask Size: 3,750 |
The Travelers Compan... |
200.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
MG10D6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-0.76 |
| Time value: |
1.02 |
| Break-even: |
176.02 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
7.37% |
| Delta: |
-0.34 |
| Theta: |
-0.02 |
| Omega: |
-6.38 |
| Rho: |
-0.57 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.910 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.11% |
| 1 Month |
|
|
+33.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.900 |
| 1M High / 1M Low: |
1.040 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.966 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.889 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
