Morgan Stanley Call 47.5 AVOL 21..../  DE000MG1WEB9  /

Stuttgart
2024-05-29  11:11:35 AM Chg.-0.012 Bid11:40:09 AM Ask11:40:09 AM Underlying Strike price Expiration date Option type
0.159EUR -7.02% 0.158
Bid Size: 40,000
0.184
Ask Size: 40,000
AVOLTA N 47.50 CHF 2025-03-21 Call
 

Master data

WKN: MG1WEB
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 47.50 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: 18.80
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.30
Parity: -1.24
Time value: 0.19
Break-even: 49.84
Moneyness: 0.74
Premium: 0.40
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 16.67%
Delta: 0.28
Theta: -0.01
Omega: 5.34
Rho: 0.07
 

Quote data

Open: 0.159
High: 0.159
Low: 0.159
Previous Close: 0.171
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.17%
1 Month  
+1.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.179 0.161
1M High / 1M Low: 0.220 0.155
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.169
Avg. volume 1W:   0.000
Avg. price 1M:   0.181
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.57%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -