Morgan Stanley Call 270 TRV 20.09.2024
/ DE000ME7HMG1
Morgan Stanley Call 270 TRV 20.09.../ DE000ME7HMG1 /
| 2024-05-15 6:54:14 PM |
Chg.-0.026 |
Bid9:12:48 PM |
Ask9:12:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.048EUR |
-35.14% |
0.047
Bid Size: 20,000 |
0.069
Ask Size: 20,000 |
The Travelers Compan... |
270.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME7HMG |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
207.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.17 |
| Parity: |
-4.85 |
| Time value: |
0.10 |
| Break-even: |
250.65 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.02 |
| Spread %: |
29.33% |
| Delta: |
0.08 |
| Theta: |
-0.02 |
| Omega: |
16.83 |
| Rho: |
0.05 |
Quote data
| Open: |
0.038 |
| High: |
0.048 |
| Low: |
0.038 |
| Previous Close: |
0.074 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.00% |
| 1 Month |
|
|
-77.25% |
| 3 Months |
|
|
-72.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.074 |
| 1M High / 1M Low: |
0.218 |
0.073 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
