Morgan Stanley Call 39 AVOL 20.09.../  DE000ME8QJB7  /

Stuttgart
2024-05-17  4:23:55 PM Chg.-0.020 Bid5:20:00 PM Ask5:20:00 PM Underlying Strike price Expiration date Option type
0.200EUR -9.09% -
Bid Size: -
-
Ask Size: -
AVOLTA N 39.00 CHF 2024-09-20 Call
 

Master data

WKN: ME8QJB
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 39.00 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: 14.15
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.30
Parity: -0.14
Time value: 0.27
Break-even: 42.30
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.34
Spread abs.: 0.04
Spread %: 17.39%
Delta: 0.50
Theta: -0.01
Omega: 7.01
Rho: 0.06
 

Quote data

Open: 0.220
High: 0.220
Low: 0.200
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month  
+49.25%
3 Months
  -23.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.210
1M High / 1M Low: 0.280 0.133
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.175
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -