Morgan Stanley Call 180 PGR 20.09.2024
/ DE000ME3VR29
Morgan Stanley Call 180 PGR 20.09.../ DE000ME3VR29 /
| 10/07/2024 21:27:49 |
Chg.-0.14 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.27EUR |
-4.11% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
180.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME3VR2 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
20/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
2.73 |
| Time value: |
0.52 |
| Break-even: |
198.95 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
0.62% |
| Delta: |
0.82 |
| Theta: |
-0.08 |
| Omega: |
4.89 |
| Rho: |
0.25 |
Quote data
| Open: |
3.26 |
| High: |
3.31 |
| Low: |
3.26 |
| Previous Close: |
3.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.31% |
| 1 Month |
|
|
-3.82% |
| 3 Months |
|
|
-3.54% |
| YTD |
|
|
+330.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.41 |
3.22 |
| 1M High / 1M Low: |
3.48 |
2.78 |
| 6M High / 6M Low: |
4.06 |
0.98 |
| High (YTD): |
22/04/2024 |
4.06 |
| Low (YTD): |
02/01/2024 |
0.81 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.97% |
| Volatility 6M: |
|
97.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
