Morgan Stanley Call 48 AVOL 20.09.2024
/ DE000ME8QJJ0
Morgan Stanley Call 48 AVOL 20.09.../ DE000ME8QJJ0 /
| 2024-06-05 9:33:13 AM |
Chg.-0.019 |
Bid11:42:47 AM |
Ask11:42:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
-27.14% |
0.050
Bid Size: 25,000 |
0.075
Ask Size: 25,000 |
AVOLTA N |
48.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
ME8QJJ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 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: |
39.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.30 |
| Parity: |
-1.13 |
| Time value: |
0.10 |
| Break-even: |
50.53 |
| Moneyness: |
0.77 |
| Premium: |
0.32 |
| Premium p.a.: |
1.59 |
| Spread abs.: |
0.03 |
| Spread %: |
38.57% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
7.86 |
| Rho: |
0.02 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.051 |
| Previous Close: |
0.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.39% |
| 1 Month |
|
|
-22.73% |
| 3 Months |
|
|
-12.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.061 |
| 1M High / 1M Low: |
0.091 |
0.061 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.065 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
