Morgan Stanley Call 36 AVOL 20.12.../  DE000ME8QJ88  /

Stuttgart
2024-04-30  2:48:19 PM Chg.+0.010 Bid5:20:00 PM Ask5:20:00 PM Underlying Strike price Expiration date Option type
0.350EUR +2.94% -
Bid Size: -
-
Ask Size: -
AVOLTA N 36.00 CHF 2024-12-20 Call
 

Master data

WKN: ME8QJ8
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 36.00 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: 9.39
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.30
Parity: -0.12
Time value: 0.38
Break-even: 40.68
Moneyness: 0.97
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.04
Spread %: 11.76%
Delta: 0.54
Theta: -0.01
Omega: 5.11
Rho: 0.10
 

Quote data

Open: 0.330
High: 0.350
Low: 0.330
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.78%
1 Month
  -28.57%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.320
1M High / 1M Low: 0.510 0.310
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.340
Avg. volume 1W:   0.000
Avg. price 1M:   0.398
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -