Morgan Stanley Call 180 PGR 20.12.2024
/ DE000ME65SY7
Morgan Stanley Call 180 PGR 20.12.../ DE000ME65SY7 /
| 2024-08-26 9:02:43 PM |
Chg.- |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.10EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
180.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
ME65SY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-08-27 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.23 |
| Intrinsic value: |
5.09 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.19 |
| Parity: |
5.09 |
| Time value: |
1.05 |
| Break-even: |
241.40 |
| Moneyness: |
1.28 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
0.33% |
| Delta: |
0.82 |
| Theta: |
-0.13 |
| Omega: |
3.09 |
| Rho: |
0.30 |
Quote data
| Open: |
6.01 |
| High: |
6.25 |
| Low: |
6.01 |
| Previous Close: |
5.94 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+56.01% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
6.10 |
3.23 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
4.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
94.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
