Morgan Stanley Call 50 AVOL 20.12.../  DE000ME8NH34  /

Stuttgart
2024-06-07  12:30:18 PM Chg.-0.003 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.077EUR -3.75% -
Bid Size: -
-
Ask Size: -
AVOLTA N 50.00 CHF 2024-12-20 Call
 

Master data

WKN: ME8NH3
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 50.00 CHF
Maturity: 2024-12-20
Issue date: 2024-02-13
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.70
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.30
Parity: -1.38
Time value: 0.11
Break-even: 52.69
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.85
Spread abs.: 0.03
Spread %: 30.86%
Delta: 0.20
Theta: -0.01
Omega: 7.03
Rho: 0.03
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.51%
1 Month
  -29.36%
3 Months
  -25.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.080
1M High / 1M Low: 0.137 0.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -