Morgan Stanley Call 34 AVOL 20.12.../  DE000ME8QJ62  /

Stuttgart
9/20/2024  9:24:51 AM Chg.-0.018 Bid9:45:30 AM Ask9:45:30 AM Underlying Strike price Expiration date Option type
0.232EUR -7.20% 0.228
Bid Size: 25,000
0.238
Ask Size: 25,000
AVOLTA N 34.00 CHF 12/20/2024 Call
 

Master data

WKN: ME8QJ6
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 34.00 CHF
Maturity: 12/20/2024
Issue date: 2/14/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.32
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.30
Parity: -0.01
Time value: 0.25
Break-even: 38.43
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 4.60%
Delta: 0.54
Theta: -0.01
Omega: 7.80
Rho: 0.04
 

Quote data

Open: 0.232
High: 0.232
Low: 0.232
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.67%
1 Month     0.00%
3 Months
  -58.57%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.171
1M High / 1M Low: 0.250 0.141
6M High / 6M Low: 0.700 0.141
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.205
Avg. volume 1W:   0.000
Avg. price 1M:   0.199
Avg. volume 1M:   0.000
Avg. price 6M:   0.408
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.66%
Volatility 6M:   165.09%
Volatility 1Y:   -
Volatility 3Y:   -