Morgan Stanley Call 230 PGR 21.03.2025
/ DE000MG100J8
Morgan Stanley Call 230 PGR 21.03.../ DE000MG100J8 /
| 10/18/2024 6:03:58 PM |
Chg.-0.19 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
-6.11% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
230.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
MG100J |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
3/28/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
1.97 |
| Time value: |
1.05 |
| Break-even: |
242.59 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.00% |
| Delta: |
0.74 |
| Theta: |
-0.06 |
| Omega: |
5.67 |
| Rho: |
0.60 |
Quote data
| Open: |
3.05 |
| High: |
3.05 |
| Low: |
2.92 |
| Previous Close: |
3.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.58% |
| 1 Month |
|
|
-12.05% |
| 3 Months |
|
|
+58.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.15 |
2.92 |
| 1M High / 1M Low: |
3.62 |
2.88 |
| 6M High / 6M Low: |
3.74 |
1.01 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.90% |
| Volatility 6M: |
|
137.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
