Morgan Stanley Put 200 TRV 20.09.2024
/ DE000ME76J75
Morgan Stanley Put 200 TRV 20.09..../ DE000ME76J75 /
| 2024-05-15 6:08:11 PM |
Chg.+0.010 |
Bid9:48:10 PM |
Ask9:48:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+3.23% |
0.330
Bid Size: 20,000 |
0.370
Ask Size: 20,000 |
The Travelers Compan... |
200.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME76J7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
The Travelers Companies Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-60.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-1.63 |
| Time value: |
0.33 |
| Break-even: |
181.65 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
10.00% |
| Delta: |
-0.21 |
| Theta: |
-0.02 |
| Omega: |
-12.70 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.260 |
| High: |
0.320 |
| Low: |
0.260 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
-37.25% |
| 3 Months |
|
|
-43.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.280 |
| 1M High / 1M Low: |
0.640 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.413 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
312.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
