Morgan Stanley Call 50 AVOL 20.09.../  DE000ME8NH42  /

Stuttgart
6/5/2024  1:02:06 PM Chg.-0.020 Bid2:22:17 PM Ask2:22:17 PM Underlying Strike price Expiration date Option type
0.044EUR -31.25% 0.043
Bid Size: 25,000
0.067
Ask Size: 25,000
AVOLTA N 50.00 CHF 9/20/2024 Call
 

Master data

WKN: ME8NH4
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 50.00 CHF
Maturity: 9/20/2024
Issue date: 2/13/2024
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.47
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.30
Parity: -1.34
Time value: 0.09
Break-even: 52.53
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 1.96
Spread abs.: 0.03
Spread %: 40.63%
Delta: 0.18
Theta: -0.01
Omega: 7.60
Rho: 0.02
 

Quote data

Open: 0.044
High: 0.044
Low: 0.044
Previous Close: 0.064
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.81%
1 Month
  -30.16%
3 Months
  -18.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.064 0.057
1M High / 1M Low: 0.081 0.057
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.061
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -