Morgan Stanley Call 44 AVOL 20.12.../  DE000ME8QJE1  /

Stuttgart
2024-05-17  4:23:57 PM Chg.+0.006 Bid5:20:00 PM Ask5:20:00 PM Underlying Strike price Expiration date Option type
0.193EUR +3.21% -
Bid Size: -
-
Ask Size: -
AVOLTA N 44.00 CHF 2024-12-20 Call
 

Master data

WKN: ME8QJE
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 44.00 CHF
Maturity: 2024-12-20
Issue date: 2024-02-14
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.90
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.30
Parity: -0.65
Time value: 0.23
Break-even: 46.94
Moneyness: 0.85
Premium: 0.23
Premium p.a.: 0.41
Spread abs.: 0.04
Spread %: 18.95%
Delta: 0.36
Theta: -0.01
Omega: 6.15
Rho: 0.07
 

Quote data

Open: 0.197
High: 0.197
Low: 0.193
Previous Close: 0.187
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.82%
1 Month  
+49.61%
3 Months
  -14.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.179
1M High / 1M Low: 0.220 0.129
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.199
Avg. volume 1W:   0.000
Avg. price 1M:   0.159
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -