Morgan Stanley Call 200 TRV 20.12.2024
/ DE000ME661M5
Morgan Stanley Call 200 TRV 20.12.../ DE000ME661M5 /
| 2024-05-23 5:09:05 PM |
Chg.-0.10 |
Bid6:22:28 PM |
Ask6:22:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
-4.17% |
2.24
Bid Size: 20,000 |
2.30
Ask Size: 20,000 |
The Travelers Compan... |
200.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME661M |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
1.53 |
| Time value: |
0.98 |
| Break-even: |
209.85 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.07 |
| Spread %: |
2.87% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
5.95 |
| Rho: |
0.72 |
Quote data
| Open: |
2.41 |
| High: |
2.41 |
| Low: |
2.30 |
| Previous Close: |
2.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.63% |
| 1 Month |
|
|
-5.74% |
| 3 Months |
|
|
-29.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.64 |
2.32 |
| 1M High / 1M Low: |
2.67 |
2.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
240 |
| Avg. price 1M: |
|
2.45 |
| Avg. volume 1M: |
|
114.29 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
