Morgan Stanley Call 230 PGR 21.03.2025
/ DE000MG100J8
Morgan Stanley Call 230 PGR 21.03.../ DE000MG100J8 /
| 11/09/2024 11:37:31 |
Chg.-0.20 |
Bid13:07:32 |
Ask13:07:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.02EUR |
-6.21% |
3.01
Bid Size: 2,000 |
3.08
Ask Size: 2,000 |
Progressive Corporat... |
230.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG100J |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/03/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.51 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
1.74 |
| Time value: |
1.37 |
| Break-even: |
239.81 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
0.71 |
| Theta: |
-0.06 |
| Omega: |
5.18 |
| Rho: |
0.68 |
Quote data
| Open: |
3.02 |
| High: |
3.02 |
| Low: |
3.02 |
| Previous Close: |
3.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.76% |
| 1 Month |
|
|
+77.65% |
| 3 Months |
|
|
+125.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.31 |
3.09 |
| 1M High / 1M Low: |
3.31 |
1.67 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
