Morgan Stanley Call 220 TRV 21.06.2024
/ DE000MB81S21
Morgan Stanley Call 220 TRV 21.06.../ DE000MB81S21 /
| 2024-04-30 8:21:08 PM |
Chg.-0.010 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-3.70% |
-
Bid Size: - |
-
Ask Size: - |
The Travelers Compan... |
220.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB81S2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
73.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
-2.11 |
| Time value: |
0.27 |
| Break-even: |
222.70 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.22 |
| Theta: |
-0.07 |
| Omega: |
16.11 |
| Rho: |
0.06 |
Quote data
| Open: |
0.240 |
| High: |
0.260 |
| Low: |
0.220 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.71% |
| 1 Month |
|
|
-84.05% |
| 3 Months |
|
|
-57.38% |
| YTD |
|
|
+42.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.260 |
| 1M High / 1M Low: |
1.630 |
0.240 |
| 6M High / 6M Low: |
1.630 |
0.136 |
| High (YTD): |
2024-04-08 |
1.630 |
| Low (YTD): |
2024-01-09 |
0.185 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.859 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.598 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
395.60% |
| Volatility 6M: |
|
354.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
