Morgan Stanley Call 45 AVOL 21.03.2025
/ DE000MG1WEA1
Morgan Stanley Call 45 AVOL 21.03.../ DE000MG1WEA1 /
| 2024-05-29 11:11:35 AM |
Chg.-0.014 |
Bid1:09:56 PM |
Ask1:09:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.189EUR |
-6.90% |
0.187
Bid Size: 40,000 |
0.214
Ask Size: 40,000 |
AVOLTA N |
45.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
MG1WEA |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 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: |
16.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
-0.99 |
| Time value: |
0.22 |
| Break-even: |
47.62 |
| Moneyness: |
0.78 |
| Premium: |
0.34 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
14.06% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
5.28 |
| Rho: |
0.08 |
Quote data
| Open: |
0.189 |
| High: |
0.189 |
| Low: |
0.189 |
| Previous Close: |
0.203 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.09% |
| 1 Month |
|
|
+4.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.215 |
0.190 |
| 1M High / 1M Low: |
0.270 |
0.179 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.201 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
