Morgan Stanley Call 50 AVOL 21.03.../  DE000MG1WEC7  /

Stuttgart
6/14/2024  11:14:47 AM Chg.-0.008 Bid2:57:13 PM Ask2:57:13 PM Underlying Strike price Expiration date Option type
0.115EUR -6.50% 0.119
Bid Size: 25,000
0.132
Ask Size: 25,000
AVOLTA N 50.00 CHF 3/21/2025 Call
 

Master data

WKN: MG1WEC
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 50.00 CHF
Maturity: 3/21/2025
Issue date: 4/8/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.57
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -1.46
Time value: 0.14
Break-even: 53.45
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 10.57%
Delta: 0.22
Theta: -0.01
Omega: 6.17
Rho: 0.05
 

Quote data

Open: 0.115
High: 0.115
Low: 0.115
Previous Close: 0.123
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month
  -40.10%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.131 0.117
1M High / 1M Low: 0.194 0.117
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.122
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -