Morgan Stanley Call 34 AVOL 20.09.2024
/ DE000ME8QJ70
Morgan Stanley Call 34 AVOL 20.09.../ DE000ME8QJ70 /
| 6/18/2024 3:24:03 PM |
Chg.+0.050 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+12.20% |
-
Bid Size: - |
-
Ask Size: - |
AVOLTA N |
34.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
ME8QJ7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
2/14/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
0.28 |
| Time value: |
0.20 |
| Break-even: |
40.41 |
| Moneyness: |
1.08 |
| Premium: |
0.05 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
5.58 |
| Rho: |
0.06 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.460 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.05% |
| 1 Month |
|
|
-4.17% |
| 3 Months |
|
|
+9.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.380 |
| 1M High / 1M Low: |
0.600 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.429 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
