Morgan Stanley Call 170 PGR 20.09.2024
/ DE000ME3VRW7
Morgan Stanley Call 170 PGR 20.09.../ DE000ME3VRW7 /
| 6/21/2024 9:28:42 PM |
Chg.- |
Bid9:50:35 AM |
Ask9:50:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.19EUR |
- |
4.17
Bid Size: 1,000 |
4.23
Ask Size: 1,000 |
Progressive Corporat... |
170.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME3VRW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 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: |
4.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.83 |
| Intrinsic value: |
3.67 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.24 |
| Parity: |
3.67 |
| Time value: |
0.54 |
| Break-even: |
201.16 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.24% |
| Delta: |
0.85 |
| Theta: |
-0.07 |
| Omega: |
3.95 |
| Rho: |
0.30 |
Quote data
| Open: |
4.29 |
| High: |
4.29 |
| Low: |
4.13 |
| Previous Close: |
4.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.28% |
| 1 Month |
|
|
+12.33% |
| 3 Months |
|
|
-0.71% |
| YTD |
|
|
+284.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.29 |
3.98 |
| 1M High / 1M Low: |
4.60 |
3.59 |
| 6M High / 6M Low: |
4.90 |
1.03 |
| High (YTD): |
5/8/2024 |
4.90 |
| Low (YTD): |
1/2/2024 |
1.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.60% |
| Volatility 6M: |
|
89.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
