Morgan Stanley Call 205 PGR 20.09.../  DE000ME3VR78  /

Stuttgart
7/8/2024  9:08:18 PM Chg.+0.06 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
1.48EUR +4.23% -
Bid Size: -
-
Ask Size: -
Progressive Corporat... 205.00 USD 9/20/2024 Call
 

Master data

WKN: ME3VR7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Progressive Corporation
Type: Warrant
Option type: Call
Strike price: 205.00 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: 12.94
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.48
Implied volatility: 0.34
Historic volatility: 0.24
Parity: 0.48
Time value: 1.02
Break-even: 204.36
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 1.35%
Delta: 0.61
Theta: -0.09
Omega: 7.94
Rho: 0.21
 

Quote data

Open: 1.48
High: 1.53
Low: 1.48
Previous Close: 1.42
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -21.28%
3 Months
  -26.00%
YTD  
+348.48%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.56 1.42
1M High / 1M Low: 1.63 1.18
6M High / 6M Low: 2.22 0.39
High (YTD): 4/19/2024 2.22
Low (YTD): 1/2/2024 0.34
52W High: - -
52W Low: - -
Avg. price 1W:   1.49
Avg. volume 1W:   0.00
Avg. price 1M:   1.46
Avg. volume 1M:   0.00
Avg. price 6M:   1.37
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.08%
Volatility 6M:   134.23%
Volatility 1Y:   -
Volatility 3Y:   -