Morgan Stanley Call 44 AVOL 20.12.2024
/ DE000ME8QJE1
Morgan Stanley Call 44 AVOL 20.12.../ DE000ME8QJE1 /
| 2024-05-21 11:23:03 AM |
Chg.- |
Bid9:28:36 AM |
Ask9:28:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.217EUR |
- |
0.173
Bid Size: 25,000 |
0.204
Ask Size: 25,000 |
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: |
18.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
-0.77 |
| Time value: |
0.20 |
| Break-even: |
46.54 |
| Moneyness: |
0.83 |
| Premium: |
0.26 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.03 |
| Spread %: |
18.60% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
6.02 |
| Rho: |
0.06 |
Quote data
| Open: |
0.217 |
| High: |
0.217 |
| Low: |
0.217 |
| Previous Close: |
0.193 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.88% |
| 1 Month |
|
|
+43.71% |
| 3 Months |
|
|
+2.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.217 |
0.187 |
| 1M High / 1M Low: |
0.220 |
0.137 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.203 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
