Morgan Stanley Call 35 AVOL 20.09.../  DE000ME8NGV8  /

Stuttgart
2024-04-30  11:57:41 AM Chg.-0.010 Bid5:20:00 PM Ask5:20:00 PM Underlying Strike price Expiration date Option type
0.280EUR -3.45% -
Bid Size: -
-
Ask Size: -
AVOLTA N 35.00 CHF 2024-09-20 Call
 

Master data

WKN: ME8NGV
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 35.00 CHF
Maturity: 2024-09-20
Issue date: 2024-02-13
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.16
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.30
Parity: -0.02
Time value: 0.32
Break-even: 39.06
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.26
Spread abs.: 0.04
Spread %: 14.29%
Delta: 0.56
Theta: -0.01
Omega: 6.27
Rho: 0.07
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -39.13%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.310 0.260
1M High / 1M Low: 0.490 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -