Morgan Stanley Call 36 AVOL 20.12.2024
/ DE000ME8QJ88
Morgan Stanley Call 36 AVOL 20.12.../ DE000ME8QJ88 /
| 2024-05-17 4:23:55 PM |
Chg.+0.020 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+4.26% |
-
Bid Size: - |
-
Ask Size: - |
AVOLTA N |
36.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
ME8QJ8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
0.16 |
| Time value: |
0.37 |
| Break-even: |
41.86 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
10.42% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
4.68 |
| Rho: |
0.12 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.490 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.52% |
| 1 Month |
|
|
+58.06% |
| 3 Months |
|
|
+4.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.460 |
| 1M High / 1M Low: |
0.560 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
