Morgan Stanley Call 190 PGR 20.09.../  DE000ME3VR45  /

Stuttgart
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:   -