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

Stuttgart
6/7/2024  11:28:18 AM Chg.-0.030 Bid5:20:00 PM Ask5:20:00 PM Underlying Strike price Expiration date Option type
0.540EUR -5.26% -
Bid Size: -
-
Ask Size: -
AVOLTA N 35.00 CHF 3/21/2025 Call
 

Master data

WKN: MG1WE6
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 35.00 CHF
Maturity: 3/21/2025
Issue date: 4/8/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.31
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.17
Implied volatility: 0.35
Historic volatility: 0.30
Parity: 0.17
Time value: 0.43
Break-even: 42.14
Moneyness: 1.05
Premium: 0.11
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 5.26%
Delta: 0.65
Theta: -0.01
Omega: 4.12
Rho: 0.15
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.82%
1 Month
  -1.82%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.550
1M High / 1M Low: 0.700 0.490
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
Avg. price 1M:   0.580
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -