Morgan Stanley Call 35 AVOL 21.03.../  DE000MG1WE61  /

Stuttgart
2024-05-17  11:23:53 AM Chg.+0.030 Bid5:20:00 PM Ask5:20:00 PM Underlying Strike price Expiration date Option type
0.620EUR +5.08% -
Bid Size: -
-
Ask Size: -
AVOLTA N 35.00 CHF 2025-03-21 Call
 

Master data

WKN: MG1WE6
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 35.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-08
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.70
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.27
Implied volatility: 0.34
Historic volatility: 0.30
Parity: 0.27
Time value: 0.40
Break-even: 42.24
Moneyness: 1.07
Premium: 0.11
Premium p.a.: 0.13
Spread abs.: 0.05
Spread %: 8.06%
Delta: 0.69
Theta: -0.01
Omega: 3.92
Rho: 0.17
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.64%
1 Month  
+51.22%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.590
1M High / 1M Low: 0.700 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.652
Avg. volume 1W:   0.000
Avg. price 1M:   0.518
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -