Morgan Stanley Call 36 AVOL 20.09.2024
/ DE000ME8QJ96
Morgan Stanley Call 36 AVOL 20.09.../ DE000ME8QJ96 /
| 2024-05-17 4:23:55 PM |
Chg.- |
Bid10:03:48 AM |
Ask10:03:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
- |
0.450
Bid Size: 25,000 |
0.480
Ask Size: 25,000 |
AVOLTA N |
36.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
ME8QJ9 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
0.10 |
| Time value: |
0.32 |
| Break-even: |
40.61 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.07 |
| Spread %: |
20.00% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
5.45 |
| Rho: |
0.06 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
+52.17% |
| 3 Months |
|
|
+2.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.350 |
| 1M High / 1M Low: |
0.450 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.397 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
