Morgan Stanley Call 39 AVOL 20.09.2024
/ DE000ME8QJB7
Morgan Stanley Call 39 AVOL 20.09.../ DE000ME8QJB7 /
| 5/29/2024 9:33:53 AM |
Chg.-0.024 |
Bid10:42:30 AM |
Ask10:42:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.152EUR |
-13.64% |
0.152
Bid Size: 40,000 |
0.179
Ask Size: 40,000 |
AVOLTA N |
39.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
ME8QJB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
2/14/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
-0.38 |
| Time value: |
0.18 |
| Break-even: |
41.20 |
| Moneyness: |
0.90 |
| Premium: |
0.16 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.03 |
| Spread %: |
16.56% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
7.39 |
| Rho: |
0.04 |
Quote data
| Open: |
0.152 |
| High: |
0.152 |
| Low: |
0.152 |
| Previous Close: |
0.176 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.42% |
| 1 Month |
|
|
+7.04% |
| 3 Months |
|
|
-23.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.191 |
0.155 |
| 1M High / 1M Low: |
0.280 |
0.142 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.172 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
