Morgan Stanley Call 42.5 AVOL 20.09.2024
/ DE000ME8NH18
Morgan Stanley Call 42.5 AVOL 20..../ DE000ME8NH18 /
| 2024-06-03 1:05:14 PM |
Chg.+0.022 |
Bid3:28:26 PM |
Ask3:28:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.124EUR |
+21.57% |
0.121
Bid Size: 25,000 |
0.148
Ask Size: 25,000 |
AVOLTA N |
42.50 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
ME8NH1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.50 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: |
29.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.29 |
| Parity: |
-0.66 |
| Time value: |
0.13 |
| Break-even: |
44.66 |
| Moneyness: |
0.85 |
| Premium: |
0.21 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.03 |
| Spread %: |
26.26% |
| Delta: |
0.28 |
| Theta: |
-0.01 |
| Omega: |
8.17 |
| Rho: |
0.03 |
Quote data
| Open: |
0.124 |
| High: |
0.124 |
| Low: |
0.124 |
| Previous Close: |
0.102 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.77% |
| 1 Month |
|
|
+29.17% |
| 3 Months |
|
|
+11.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.102 |
0.090 |
| 1M High / 1M Low: |
0.161 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.097 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
