Morgan Stanley Call 220 PGR 21.03.2025
/ DE000MG100H2
Morgan Stanley Call 220 PGR 21.03.../ DE000MG100H2 /
| 26/09/2024 11:27:09 |
Chg.+0.07 |
Bid11:56:42 |
Ask11:56:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.28EUR |
+1.66% |
4.32
Bid Size: 2,000 |
4.38
Ask Size: 2,000 |
Progressive Corporat... |
220.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
MG100H |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
28/03/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
3.32 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
3.32 |
| Time value: |
0.88 |
| Break-even: |
239.67 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.48% |
| Delta: |
0.82 |
| Theta: |
-0.05 |
| Omega: |
4.49 |
| Rho: |
0.71 |
Quote data
| Open: |
4.28 |
| High: |
4.28 |
| Low: |
4.28 |
| Previous Close: |
4.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.00% |
| 1 Month |
|
|
+29.70% |
| 3 Months |
|
|
+159.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.33 |
4.00 |
| 1M High / 1M Low: |
4.45 |
3.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
