Morgan Stanley Call 205 PGR 20.09.2024
/ DE000ME3VR78
Morgan Stanley Call 205 PGR 20.09.../ DE000ME3VR78 /
| 22/08/2024 18:18:18 |
Chg.- |
Bid20:00:04 |
Ask20:00:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.30EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
205.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
ME3VR7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
205.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
20/11/2023 |
| Last trading day: |
23/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
1.42 |
| Historic volatility: |
0.19 |
| Parity: |
1.93 |
| Time value: |
1.47 |
| Break-even: |
239.00 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
4.91 |
| Spread abs.: |
0.02 |
| Spread %: |
0.59% |
| Delta: |
0.68 |
| Theta: |
-0.84 |
| Omega: |
4.50 |
| Rho: |
0.04 |
Quote data
| Open: |
3.13 |
| High: |
3.31 |
| Low: |
3.13 |
| Previous Close: |
3.17 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+110.19% |
| 3 Months |
|
|
+75.53% |
| YTD |
|
|
+900.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.30 |
1.57 |
| 6M High / 6M Low: |
3.30 |
1.18 |
| High (YTD): |
22/08/2024 |
3.30 |
| Low (YTD): |
02/01/2024 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.52% |
| Volatility 6M: |
|
222.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
