Morgan Stanley Call 37.5 AVOL 20.09.2024
/ DE000ME8NGY2
Morgan Stanley Call 37.5 AVOL 20..../ DE000ME8NGY2 /
| 2024-04-30 11:57:41 AM |
Chg.-0.004 |
Bid12:44:51 PM |
Ask12:44:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.184EUR |
-2.13% |
0.189
Bid Size: 40,000 |
0.224
Ask Size: 40,000 |
AVOLTA N |
37.50 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
ME8NGY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.50 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: |
16.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.30 |
| Parity: |
-0.27 |
| Time value: |
0.22 |
| Break-even: |
40.58 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.04 |
| Spread %: |
19.34% |
| Delta: |
0.43 |
| Theta: |
-0.01 |
| Omega: |
7.16 |
| Rho: |
0.05 |
Quote data
| Open: |
0.184 |
| High: |
0.184 |
| Low: |
0.184 |
| Previous Close: |
0.188 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.00% |
| 1 Month |
|
|
-40.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.206 |
0.175 |
| 1M High / 1M Low: |
0.340 |
0.171 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
