Morgan Stanley Call 52 AVOL 20.12.2024
/ DE000ME8QJM4
Morgan Stanley Call 52 AVOL 20.12.../ DE000ME8QJM4 /
2024-06-14 9:33:37 AM |
Chg.-0.006 |
Bid2:16:48 PM |
Ask2:16:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.071EUR |
-7.79% |
0.070 Bid Size: 25,000 |
0.084 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: |
43.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.30 |
Parity: |
-1.67 |
Time value: |
0.09 |
Break-even: |
55.05 |
Moneyness: |
0.69 |
Premium: |
0.47 |
Premium p.a.: |
1.10 |
Spread abs.: |
0.01 |
Spread %: |
17.57% |
Delta: |
0.16 |
Theta: |
-0.01 |
Omega: |
7.03 |
Rho: |
0.03 |
Quote data
Open: |
0.071 |
High: |
0.071 |
Low: |
0.071 |
Previous Close: |
0.077 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.43% |
1 Month |
|
|
-40.83% |
3 Months |
|
|
-24.47% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.077 |
0.070 |
1M High / 1M Low: |
0.122 |
0.070 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.073 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.092 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
123.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |