Morgan Stanley Call 200 PGR 21.03.2025
/ DE000MG100F6
Morgan Stanley Call 200 PGR 21.03.../ DE000MG100F6 /
| 2024-05-27 11:53:23 AM |
Chg.-0.05 |
Bid6:01:06 PM |
Ask6:01:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
-2.17% |
2.27
Bid Size: 3,750 |
2.32
Ask Size: 3,750 |
Progressive Corporat... |
200.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG100F |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
0.36 |
| Time value: |
1.91 |
| Break-even: |
207.09 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
0.63 |
| Theta: |
-0.04 |
| Omega: |
5.21 |
| Rho: |
0.78 |
Quote data
| Open: |
2.25 |
| High: |
2.25 |
| Low: |
2.25 |
| Previous Close: |
2.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.13% |
| 1 Month |
|
|
-20.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.66 |
2.30 |
| 1M High / 1M Low: |
3.31 |
2.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
