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Morgan Stanley Call 220 TRV 20.09.../  DE000ME17QV8  /

Stuttgart
2024-05-22  11:28:02 AM Chg.+0.010 Bid3:30:18 PM Ask3:30:18 PM Underlying Strike price Expiration date Option type
0.740EUR +1.37% 0.790
Bid Size: 20,000		 0.850
Ask Size: 20,000		 The Travelers Compan... 220.00 USD 2024-09-20 Call
 

Master data

WKN: ME17QV
Issuer: Morgan Stanley
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-27
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.17
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.35
Time value: 0.86
Break-even: 211.29
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.19
Spread abs.: 0.07
Spread %: 8.86%
Delta: 0.51
Theta: -0.05
Omega: 11.74
Rho: 0.31
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.85%
1 Month
  -25.25%
3 Months
  -51.32%
YTD  
+111.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.650
1M High / 1M Low: 0.990 0.650
6M High / 6M Low: 2.080 0.230
High (YTD): 2024-04-08 2.080
Low (YTD): 2024-01-09 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.788
Avg. volume 1W:   0.000
Avg. price 1M:   0.855
Avg. volume 1M:   0.000
Avg. price 6M:   0.996
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.09%
Volatility 6M:   215.45%
Volatility 1Y:   -
Volatility 3Y:   -