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Morgan Stanley Call 220 TRV 21.06.../  DE000MB81S21  /

Stuttgart
2024-06-04  8:41:50 PM Chg.-0.013 Bid9:09:33 PM Ask9:09:33 PM Underlying Strike price Expiration date Option type
0.061EUR -17.57% 0.062
Bid Size: 20,000		 0.115
Ask Size: 20,000		 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: 153.05
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.17
Parity: -2.72
Time value: 0.13
Break-even: 221.26
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 18.13
Spread abs.: 0.05
Spread %: 63.64%
Delta: 0.13
Theta: -0.13
Omega: 19.37
Rho: 0.01
 

Quote data

Open: 0.042
High: 0.066
Low: 0.042
Previous Close: 0.074
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.81%
1 Month
  -75.60%
3 Months
  -93.51%
YTD
  -66.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.131 0.074
1M High / 1M Low: 0.400 0.074
6M High / 6M Low: 1.630 0.074
High (YTD): 2024-04-08 1.630
Low (YTD): 2024-06-03 0.074
52W High: - -
52W Low: - -
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.226
Avg. volume 1M:   0.000
Avg. price 6M:   0.611
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   641.42%
Volatility 6M:   428.42%
Volatility 1Y:   -
Volatility 3Y:   -