Morgan Stanley Call 240 PGR 20.12.2024
/ DE000ME65T19
Morgan Stanley Call 240 PGR 20.12.../ DE000ME65T19 /
9/9/2024 9:15:38 PM |
Chg.+0.13 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.17EUR |
+6.37% |
- Bid Size: - |
- Ask Size: - |
Progressive Corporat... |
240.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
ME65T1 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Progressive Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
240.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
1/2/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.45 |
Intrinsic value: |
0.78 |
Implied volatility: |
0.32 |
Historic volatility: |
0.19 |
Parity: |
0.78 |
Time value: |
1.24 |
Break-even: |
236.68 |
Moneyness: |
1.04 |
Premium: |
0.06 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.02 |
Spread %: |
1.00% |
Delta: |
0.64 |
Theta: |
-0.08 |
Omega: |
7.09 |
Rho: |
0.34 |
Quote data
Open: |
2.09 |
High: |
2.17 |
Low: |
2.09 |
Previous Close: |
2.04 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.25% |
1 Month |
|
|
+143.82% |
3 Months |
|
|
+185.53% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.24 |
2.04 |
1M High / 1M Low: |
2.24 |
0.85 |
6M High / 6M Low: |
2.24 |
0.54 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.65 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.97 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
184.88% |
Volatility 6M: |
|
157.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |