Morgan Stanley Call 35 AVOL 20.12.2024
/ DE000ME8NGW6
Morgan Stanley Call 35 AVOL 20.12.../ DE000ME8NGW6 /
| 18/06/2024 13:01:52 |
Chg.- |
Bid10:40:06 |
Ask10:40:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
- |
0.490
Bid Size: 25,000 |
0.510
Ask Size: 25,000 |
AVOLTA N |
35.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
ME8NGW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
13/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
0.17 |
| Time value: |
0.34 |
| Break-even: |
41.96 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
4.08% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
4.90 |
| Rho: |
0.10 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.92% |
| 1 Month |
|
|
-9.26% |
| 3 Months |
|
|
+13.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.410 |
| 1M High / 1M Low: |
0.620 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.467 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
