Morgan Stanley Call 165 PGR 20.09.2024
/ DE000ME3VRU1
Morgan Stanley Call 165 PGR 20.09.../ DE000ME3VRU1 /
| 2024-05-17 6:05:21 PM |
Chg.+0.11 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.47EUR |
+2.52% |
-
Bid Size: - |
-
Ask Size: - |
Progressive Corporat... |
165.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME3VRU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Progressive Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 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: |
4.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.30 |
| Intrinsic value: |
4.07 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.23 |
| Parity: |
4.07 |
| Time value: |
0.54 |
| Break-even: |
197.91 |
| Moneyness: |
1.27 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
3.64 |
| Rho: |
0.42 |
Quote data
| Open: |
4.39 |
| High: |
4.47 |
| Low: |
4.39 |
| Previous Close: |
4.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.66% |
| 1 Month |
|
|
-7.26% |
| 3 Months |
|
|
+31.86% |
| YTD |
|
|
+246.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.06 |
4.36 |
| 1M High / 1M Low: |
5.34 |
4.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-08 |
5.34 |
| Low (YTD): |
2024-01-02 |
1.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
