Morgan Stanley Call 270 TRV 20.12.2024
/ DE000ME7HMF3
Morgan Stanley Call 270 TRV 20.12.../ DE000ME7HMF3 /
| 2024-05-23 3:23:38 PM |
Chg.-0.013 |
Bid6:06:41 PM |
Ask6:06:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.154EUR |
-7.78% |
0.155
Bid Size: 20,000 |
0.184
Ask Size: 20,000 |
The Travelers Compan... |
270.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME7HMF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-24 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
99.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-4.94 |
| Time value: |
0.20 |
| Break-even: |
251.44 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.03 |
| Spread %: |
17.44% |
| Delta: |
0.13 |
| Theta: |
-0.02 |
| Omega: |
12.96 |
| Rho: |
0.14 |
Quote data
| Open: |
0.154 |
| High: |
0.154 |
| Low: |
0.154 |
| Previous Close: |
0.167 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.32% |
| 1 Month |
|
|
-13.48% |
| 3 Months |
|
|
-51.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.173 |
0.152 |
| 1M High / 1M Low: |
0.178 |
0.112 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
