Morgan Stanley Call 30 AVOL 20.06.2025
/ DE000MJ0ZRM0
Morgan Stanley Call 30 AVOL 20.06.../ DE000MJ0ZRM0 /
| 10/16/2024 11:19:50 AM |
Chg.0.000 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
AVOLTA N |
30.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
MJ0ZRM |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AVOLTA N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
9/12/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.29 |
| Parity: |
0.37 |
| Time value: |
0.28 |
| Break-even: |
38.45 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
3.97 |
| Rho: |
0.13 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.43% |
| 1 Month |
|
|
-1.59% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.620 |
| 1M High / 1M Low: |
0.800 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.658 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.673 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
