Morgan Stanley Call 35 AVOL 20.12.2024
/ DE000ME8NGW6
Morgan Stanley Call 35 AVOL 20.12.../ DE000ME8NGW6 /
| 2024-05-22 12:12:51 PM |
Chg.-0.130 |
Bid5:20:00 PM |
Ask5:20:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-20.97% |
-
Bid Size: - |
-
Ask Size: - |
AVOLTA N |
35.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
ME8NGW |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.14 |
| Time value: |
0.40 |
| Break-even: |
40.80 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.04 |
| Spread %: |
8.00% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
4.35 |
| Rho: |
0.11 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.33% |
| 1 Month |
|
|
+25.64% |
| 3 Months |
|
|
-5.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.500 |
| 1M High / 1M Low: |
0.620 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.565 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.465 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
