Morgan Stanley Call 45 AVOL 20.12.../  DE000ME8QJH4  /

Stuttgart
2024-05-15  3:57:57 PM Chg.-0.007 Bid8:00:07 PM Ask8:00:07 PM Underlying Strike price Expiration date Option type
0.194EUR -3.48% -
Bid Size: -
-
Ask Size: -
AVOLTA N 45.00 CHF 2024-12-20 Call
 

Master data

WKN: ME8QJH
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 45.00 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: 17.11
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.30
Parity: -0.67
Time value: 0.23
Break-even: 48.17
Moneyness: 0.85
Premium: 0.23
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 15.66%
Delta: 0.36
Theta: -0.01
Omega: 6.18
Rho: 0.07
 

Quote data

Open: 0.203
High: 0.203
Low: 0.194
Previous Close: 0.201
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.66%
1 Month  
+51.56%
3 Months
  -2.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.201 0.143
1M High / 1M Low: 0.201 0.116
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.171
Avg. volume 1W:   0.000
Avg. price 1M:   0.140
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -