Morgan Stanley Call 32.5 AVOL 20..../  DE000ME8NGU0  /

Stuttgart
10/16/2024  1:01:52 PM Chg.-0.010 Bid8:00:08 PM Ask8:00:08 PM Underlying Strike price Expiration date Option type
0.280EUR -3.45% -
Bid Size: -
-
Ask Size: -
AVOLTA N 32.50 CHF 12/20/2024 Call
 

Master data

WKN: ME8NGU
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 32.50 CHF
Maturity: 12/20/2024
Issue date: 2/13/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.50
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.10
Implied volatility: 0.41
Historic volatility: 0.29
Parity: 0.10
Time value: 0.21
Break-even: 37.71
Moneyness: 1.03
Premium: 0.06
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 6.90%
Delta: 0.61
Theta: -0.02
Omega: 7.06
Rho: 0.03
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.65%
1 Month  
+16.67%
3 Months
  -50.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.290
1M High / 1M Low: 0.470 0.240
6M High / 6M Low: 0.800 0.199
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.326
Avg. volume 1W:   0.000
Avg. price 1M:   0.343
Avg. volume 1M:   0.000
Avg. price 6M:   0.461
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.59%
Volatility 6M:   151.63%
Volatility 1Y:   -
Volatility 3Y:   -