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

Stuttgart
2024-05-17  4:23:57 PM Chg.-0.003 Bid8:00:05 PM Ask8:00:05 PM Underlying Strike price Expiration date Option type
0.079EUR -3.66% -
Bid Size: -
-
Ask Size: -
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: 34.11
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.30
Parity: -1.05
Time value: 0.11
Break-even: 49.86
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 1.16
Spread abs.: 0.03
Spread %: 34.94%
Delta: 0.22
Theta: -0.01
Omega: 7.59
Rho: 0.03
 

Quote data

Open: 0.081
High: 0.081
Low: 0.079
Previous Close: 0.082
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.72%
1 Month  
+36.21%
3 Months
  -36.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.091 0.072
1M High / 1M Low: 0.091 0.058
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -