Morgan Stanley Call 32.5 AVOL 20.12.2024
/ DE000ME8NGU0
Morgan Stanley Call 32.5 AVOL 20..../ DE000ME8NGU0 /
2024-05-17 12:14:37 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
- |
- Bid Size: - |
- Ask Size: - |
AVOLTA N |
32.50 CHF |
2024-12-20 |
Call |
Master data
WKN: |
ME8NGU |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AVOLTA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.50 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-13 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.49 |
Implied volatility: |
0.41 |
Historic volatility: |
0.30 |
Parity: |
0.49 |
Time value: |
0.28 |
Break-even: |
40.59 |
Moneyness: |
1.15 |
Premium: |
0.08 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.04 |
Spread %: |
5.48% |
Delta: |
0.75 |
Theta: |
-0.01 |
Omega: |
3.67 |
Rho: |
0.12 |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.67% |
1 Month |
|
|
+40.00% |
3 Months |
|
|
+7.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.670 |
1M High / 1M Low: |
0.790 |
0.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.738 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.614 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |