Morgan Stanley Call 190 PGR 20.09.2024
/ DE000ME3VR45
Morgan Stanley Call 190 PGR 20.09.../ DE000ME3VR45 /
| 7/31/2024 9:23:20 PM |
Chg.-0.15 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.66EUR |
-5.34% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
190.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME3VR4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.49 |
| Intrinsic value: |
2.37 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.20 |
| Parity: |
2.37 |
| Time value: |
0.46 |
| Break-even: |
203.97 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.71% |
| Delta: |
0.81 |
| Theta: |
-0.10 |
| Omega: |
5.72 |
| Rho: |
0.19 |
Quote data
| Open: |
2.87 |
| High: |
2.87 |
| Low: |
2.66 |
| Previous Close: |
2.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.92% |
| 1 Month |
|
|
+5.98% |
| 3 Months |
|
|
-1.12% |
| YTD |
|
|
+401.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.81 |
2.61 |
| 1M High / 1M Low: |
3.90 |
2.39 |
| 6M High / 6M Low: |
3.90 |
1.15 |
| High (YTD): |
7/18/2024 |
3.90 |
| Low (YTD): |
1/2/2024 |
0.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.59% |
| Volatility 6M: |
|
144.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
