Morgan Stanley Call 34 AVOL 20.12.2024
/ DE000ME8QJ62
Morgan Stanley Call 34 AVOL 20.12.../ DE000ME8QJ62 /
| 2024-06-03 9:28:06 AM |
Chg.+0.030 |
Bid11:11:22 AM |
Ask11:11:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+5.56% |
0.590
Bid Size: 25,000 |
0.620
Ask Size: 25,000 |
AVOLTA N |
34.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
ME8QJ6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 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: |
6.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.29 |
| Parity: |
0.20 |
| Time value: |
0.35 |
| Break-even: |
40.23 |
| Moneyness: |
1.06 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
4.42 |
| Rho: |
0.10 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
+18.75% |
| 3 Months |
|
|
+21.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.470 |
| 1M High / 1M Low: |
0.700 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.496 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.552 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
