Morgan Stanley Call 52 AVOL 20.12.../  DE000ME8QJM4  /

Stuttgart
2024-05-17  4:23:57 PM Chg.- Bid9:25:05 AM Ask9:25:05 AM Underlying Strike price Expiration date Option type
0.110EUR - 0.111
Bid Size: 25,000
0.144
Ask Size: 25,000
AVOLTA N 52.00 CHF 2024-12-20 Call
 

Master data

WKN: ME8QJM
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 52.00 CHF
Maturity: 2024-12-20
Issue date: 2024-02-14
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.17
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.30
Parity: -1.49
Time value: 0.14
Break-even: 54.02
Moneyness: 0.72
Premium: 0.43
Premium p.a.: 0.84
Spread abs.: 0.03
Spread %: 26.36%
Delta: 0.22
Theta: -0.01
Omega: 6.06
Rho: 0.04
 

Quote data

Open: 0.111
High: 0.111
Low: 0.110
Previous Close: 0.113
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month  
+17.02%
3 Months
  -18.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.122 0.110
1M High / 1M Low: 0.122 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -