Morgan Stanley Call 42.5 AVOL 20..../  DE000ME8NH26  /

Stuttgart
6/3/2024  1:05:13 PM Chg.+0.033 Bid5:20:00 PM Ask5:20:00 PM Underlying Strike price Expiration date Option type
0.217EUR +17.93% -
Bid Size: -
-
Ask Size: -
AVOLTA N 42.50 CHF 12/20/2024 Call
 

Master data

WKN: ME8NH2
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 42.50 CHF
Maturity: 12/20/2024
Issue date: 2/13/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.94
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.29
Parity: -0.66
Time value: 0.21
Break-even: 45.46
Moneyness: 0.85
Premium: 0.24
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 14.53%
Delta: 0.35
Theta: -0.01
Omega: 6.25
Rho: 0.06
 

Quote data

Open: 0.217
High: 0.217
Low: 0.217
Previous Close: 0.184
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.30%
1 Month  
+29.17%
3 Months  
+27.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.184 0.162
1M High / 1M Low: 0.250 0.162
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.174
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -