Morgan Stanley Call 40 AVOL 21.03.2025
/ DE000MG1WE87
Morgan Stanley Call 40 AVOL 21.03.../ DE000MG1WE87 /
| 2024-06-04 11:18:05 AM |
Chg.0.000 |
Bid11:55:50 AM |
Ask11:55:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
0.00% |
0.360
Bid Size: 25,000 |
0.390
Ask Size: 25,000 |
AVOLTA N |
40.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
MG1WE8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.30 |
| Parity: |
-0.29 |
| Time value: |
0.40 |
| Break-even: |
44.95 |
| Moneyness: |
0.93 |
| Premium: |
0.18 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
8.11% |
| Delta: |
0.51 |
| Theta: |
-0.01 |
| Omega: |
4.83 |
| Rho: |
0.12 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.280 |
| 1M High / 1M Low: |
0.440 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.348 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
