Morgan Stanley Call 36 AVOL 20.12.../  DE000ME8QJ88  /

Stuttgart
2024-07-12  3:28:58 PM Chg.+0.020 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.370EUR +5.71% -
Bid Size: -
-
Ask Size: -
AVOLTA N 36.00 CHF 2024-12-20 Call
 

Master data

WKN: ME8QJ8
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 36.00 CHF
Maturity: 2024-12-20
Issue date: 2024-02-14
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.32
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.03
Implied volatility: 0.36
Historic volatility: 0.30
Parity: 0.03
Time value: 0.37
Break-even: 40.95
Moneyness: 1.01
Premium: 0.10
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.59
Theta: -0.01
Omega: 5.47
Rho: 0.08
 

Quote data

Open: 0.360
High: 0.370
Low: 0.360
Previous Close: 0.350
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.35%
1 Month
  -9.76%
3 Months
  -11.90%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.250
1M High / 1M Low: 0.430 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.316
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -