Morgan Stanley Call 190 PGR 20.09.2024
/ DE000ME3VR45
Morgan Stanley Call 190 PGR 20.09.../ DE000ME3VR45 /
| 8/1/2024 11:09:55 AM |
Chg.-0.19 |
Bid11:14:21 AM |
Ask11:14:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
-7.14% |
2.48
Bid Size: 1,250 |
2.54
Ask Size: 1,250 |
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: |
7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.20 |
| Parity: |
2.23 |
| Time value: |
0.45 |
| Break-even: |
202.34 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
0.81 |
| Theta: |
-0.10 |
| Omega: |
5.95 |
| Rho: |
0.18 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.36% |
| 1 Month |
|
|
-1.59% |
| 3 Months |
|
|
-8.18% |
| YTD |
|
|
+366.04% |
| 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: |
|
- |
