Morgan Stanley Call 37.5 AVOL 20.09.2024
/ DE000ME8NGY2
Morgan Stanley Call 37.5 AVOL 20..../ DE000ME8NGY2 /
| 2024-06-07 12:30:18 PM |
Chg.-0.011 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.219EUR |
-4.78% |
-
Bid Size: - |
-
Ask Size: - |
AVOLTA N |
37.50 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
ME8NGY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-0.09 |
| Time value: |
0.27 |
| Break-even: |
41.42 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.03 |
| Spread %: |
12.50% |
| Delta: |
0.51 |
| Theta: |
-0.02 |
| Omega: |
7.19 |
| Rho: |
0.05 |
Quote data
| Open: |
0.219 |
| High: |
0.219 |
| Low: |
0.219 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.78% |
| 1 Month |
|
|
-4.78% |
| 3 Months |
|
|
-18.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.230 |
| 1M High / 1M Low: |
0.350 |
0.195 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.257 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
