Morgan Stanley Call 42.5 AVOL 20.09.2024
/ DE000ME8NH18
Morgan Stanley Call 42.5 AVOL 20..../ DE000ME8NH18 /
| 6/13/2024 1:02:27 PM |
Chg.-0.012 |
Bid5:17:42 PM |
Ask5:17:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-12.24% |
0.083
Bid Size: 25,000 |
0.095
Ask Size: 25,000 |
AVOLTA N |
42.50 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
ME8NH1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-0.56 |
| Time value: |
0.11 |
| Break-even: |
45.08 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.02 |
| Spread %: |
17.89% |
| Delta: |
0.28 |
| Theta: |
-0.01 |
| Omega: |
9.51 |
| Rho: |
0.03 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.086 |
| Previous Close: |
0.098 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.37% |
| 1 Month |
|
|
-35.82% |
| 3 Months |
|
|
-35.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.098 |
0.074 |
| 1M High / 1M Low: |
0.161 |
0.074 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
