Morgan Stanley Call 200 PGR 20.09.2024
/ DE000ME3VR60
Morgan Stanley Call 200 PGR 20.09.../ DE000ME3VR60 /
| 7/31/2024 11:29:20 AM |
Chg.+0.05 |
Bid5:26:21 PM |
Ask5:26:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
+2.50% |
1.96
Bid Size: 40,000 |
1.98
Ask Size: 40,000 |
Progressive Corporat... |
200.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME3VR6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
9.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
1.45 |
| Time value: |
0.57 |
| Break-even: |
205.12 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
0.74 |
| Theta: |
-0.10 |
| Omega: |
7.30 |
| Rho: |
0.18 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
2.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.97% |
| 1 Month |
|
|
+19.88% |
| 3 Months |
|
|
+0.99% |
| YTD |
|
|
+439.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.83 |
| 1M High / 1M Low: |
3.04 |
1.63 |
| 6M High / 6M Low: |
3.04 |
0.77 |
| High (YTD): |
7/18/2024 |
3.04 |
| Low (YTD): |
1/2/2024 |
0.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
358.95% |
| Volatility 6M: |
|
180.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
