Morgan Stanley Call 32.5 AVOL 20.09.2024
/ DE000ME8NGT2
Morgan Stanley Call 32.5 AVOL 20..../ DE000ME8NGT2 /
| 6/3/2024 1:05:11 PM |
Chg.+0.100 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+18.18% |
-
Bid Size: - |
-
Ask Size: - |
AVOLTA N |
32.50 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
ME8NGT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.50 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
0.36 |
| Time value: |
0.20 |
| Break-even: |
38.80 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
5.66% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
4.77 |
| Rho: |
0.06 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.65% |
| 1 Month |
|
|
+38.30% |
| 3 Months |
|
|
+35.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.460 |
| 1M High / 1M Low: |
0.720 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.560 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
