Morgan Stanley Call 205 PGR 20.09.2024
/ DE000ME3VR78
Morgan Stanley Call 205 PGR 20.09.../ DE000ME3VR78 /
| 8/1/2024 5:24:32 PM |
Chg.0.00 |
Bid8:37:55 PM |
Ask8:37:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
0.00% |
1.47
Bid Size: 40,000 |
1.50
Ask Size: 40,000 |
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: |
13.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
0.84 |
| Time value: |
0.68 |
| Break-even: |
204.60 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
1.33% |
| Delta: |
0.67 |
| Theta: |
-0.10 |
| Omega: |
8.74 |
| Rho: |
0.16 |
Quote data
| Open: |
1.33 |
| High: |
1.49 |
| Low: |
1.33 |
| Previous Close: |
1.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.68% |
| 1 Month |
|
|
+0.68% |
| 3 Months |
|
|
-13.87% |
| YTD |
|
|
+351.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.63 |
1.48 |
| 1M High / 1M Low: |
2.63 |
1.30 |
| 6M High / 6M Low: |
2.63 |
0.68 |
| High (YTD): |
7/18/2024 |
2.63 |
| Low (YTD): |
1/2/2024 |
0.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
410.28% |
| Volatility 6M: |
|
204.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
