Morgan Stanley Call 190 PGR 20.09.2024
/ DE000ME3VR45
Morgan Stanley Call 190 PGR 20.09.../ DE000ME3VR45 /
| 2024-06-21 9:28:42 PM |
Chg.-0.10 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
-3.79% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
190.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME3VR4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
1.79 |
| Time value: |
0.77 |
| Break-even: |
203.30 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.75 |
| Theta: |
-0.08 |
| Omega: |
5.70 |
| Rho: |
0.30 |
Quote data
| Open: |
2.64 |
| High: |
2.64 |
| Low: |
2.49 |
| Previous Close: |
2.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.25% |
| 1 Month |
|
|
+15.45% |
| 3 Months |
|
|
-7.30% |
| YTD |
|
|
+379.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.65 |
2.38 |
| 1M High / 1M Low: |
2.94 |
2.05 |
| 6M High / 6M Low: |
3.26 |
0.50 |
| High (YTD): |
2024-04-22 |
3.26 |
| Low (YTD): |
2024-01-02 |
0.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.81% |
| Volatility 6M: |
|
120.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
