Morgan Stanley Call 40 AVOL 20.12.2024
/ DE000ME8NH00
Morgan Stanley Call 40 AVOL 20.12.../ DE000ME8NH00 /
| 2024-05-22 12:12:51 PM |
Chg.-0.090 |
Bid2:42:16 PM |
Ask2:42:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-26.47% |
0.260
Bid Size: 25,000 |
0.290
Ask Size: 25,000 |
AVOLTA N |
40.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
ME8NH0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 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: |
12.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
-0.37 |
| Time value: |
0.30 |
| Break-even: |
43.45 |
| Moneyness: |
0.91 |
| Premium: |
0.18 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
11.11% |
| Delta: |
0.45 |
| Theta: |
-0.01 |
| Omega: |
5.55 |
| Rho: |
0.08 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.47% |
| 1 Month |
|
|
+19.05% |
| 3 Months |
|
|
-19.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.270 |
| 1M High / 1M Low: |
0.340 |
0.202 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
