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Morgan Stanley Call 240 TRV 20.09.../  DE000ME17QW6  /

Stuttgart
2024-05-21  11:15:38 AM Chg.- Bid9:07:24 AM Ask9:07:24 AM Underlying Strike price Expiration date Option type
0.200EUR - 0.220
Bid Size: 1,000		 0.310
Ask Size: 1,000		 The Travelers Compan... 240.00 USD 2024-09-20 Call
 

Master data

WKN: ME17QW
Issuer: Morgan Stanley
Currency: EUR
Underlying: The Travelers Companies Inc
Type: Warrant
Option type: Call
Strike price: 240.00 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: 73.79
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.17
Parity: -2.19
Time value: 0.27
Break-even: 223.82
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 12.50%
Delta: 0.22
Theta: -0.03
Omega: 16.41
Rho: 0.14
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.34%
1 Month
  -42.86%
3 Months
  -70.15%
YTD  
+31.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.169
1M High / 1M Low: 0.350 0.169
6M High / 6M Low: 1.020 0.127
High (YTD): 2024-04-08 1.020
Low (YTD): 2024-01-09 0.159
52W High: - -
52W Low: - -
Avg. price 1W:   0.218
Avg. volume 1W:   0.000
Avg. price 1M:   0.261
Avg. volume 1M:   0.000
Avg. price 6M:   0.423
Avg. volume 6M:   709.677
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.45%
Volatility 6M:   199.90%
Volatility 1Y:   -
Volatility 3Y:   -