Morgan Stanley Call 44 AVOL 20.12.../  DE000ME8QJE1  /

Stuttgart
2024-04-30  9:34:02 AM Chg.-0.002 Bid12:06:46 PM Ask12:06:46 PM Underlying Strike price Expiration date Option type
0.139EUR -1.42% 0.142
Bid Size: 40,000
0.173
Ask Size: 40,000
AVOLTA N 44.00 CHF 2024-12-20 Call
 

Master data

WKN: ME8QJE
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 44.00 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: 21.00
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.30
Parity: -0.94
Time value: 0.17
Break-even: 46.78
Moneyness: 0.79
Premium: 0.31
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 22.30%
Delta: 0.29
Theta: -0.01
Omega: 6.15
Rho: 0.06
 

Quote data

Open: 0.139
High: 0.139
Low: 0.139
Previous Close: 0.141
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.74%
1 Month
  -28.72%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.154 0.137
1M High / 1M Low: 0.206 0.127
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.145
Avg. volume 1W:   0.000
Avg. price 1M:   0.162
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.71%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -