Morgan Stanley Call 35 AVOL 20.09.../  DE000ME8NGV8  /

Stuttgart
2024-07-12  4:35:39 PM Chg.+0.030 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.320EUR +10.34% -
Bid Size: -
-
Ask Size: -
AVOLTA N 35.00 CHF 2024-09-20 Call
 

Master data

WKN: ME8NGV
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 35.00 CHF
Maturity: 2024-09-20
Issue date: 2024-02-13
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.96
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.13
Implied volatility: 0.40
Historic volatility: 0.30
Parity: 0.13
Time value: 0.21
Break-even: 39.32
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 6.25%
Delta: 0.63
Theta: -0.02
Omega: 6.92
Rho: 0.04
 

Quote data

Open: 0.310
High: 0.320
Low: 0.310
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.08%
1 Month
  -8.57%
3 Months
  -15.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.202
1M High / 1M Low: 0.400 0.194
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -