Morgan Stanley Call 48 AVOL 20.09.../  DE000ME8QJJ0  /

Stuttgart
2024-06-14  9:33:36 AM Chg.-0.004 Bid2:43:42 PM Ask2:43:42 PM Underlying Strike price Expiration date Option type
0.049EUR -7.55% 0.048
Bid Size: 25,000
0.060
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: 60.48
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.30
Parity: -1.25
Time value: 0.06
Break-even: 50.63
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 2.06
Spread abs.: 0.01
Spread %: 24.00%
Delta: 0.15
Theta: -0.01
Omega: 8.97
Rho: 0.01
 

Quote data

Open: 0.049
High: 0.049
Low: 0.049
Previous Close: 0.053
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.52%
1 Month
  -44.94%
3 Months
  -33.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.046
1M High / 1M Low: 0.091 0.046
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.049
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -