Morgan Stanley Call 40 AVOL 20.06.../  DE000MG705H8  /

Stuttgart
8/9/2024  4:57:17 PM Chg.+0.013 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.159EUR +8.90% -
Bid Size: -
-
Ask Size: -
AVOLTA N 40.00 CHF 6/20/2025 Call
 

Master data

WKN: MG705H
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 40.00 CHF
Maturity: 6/20/2025
Issue date: 7/4/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.38
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.30
Parity: -0.98
Time value: 0.18
Break-even: 44.13
Moneyness: 0.77
Premium: 0.36
Premium p.a.: 0.42
Spread abs.: 0.02
Spread %: 9.94%
Delta: 0.30
Theta: -0.01
Omega: 5.52
Rho: 0.07
 

Quote data

Open: 0.168
High: 0.168
Low: 0.159
Previous Close: 0.146
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.75%
1 Month
  -53.24%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.168 0.138
1M High / 1M Low: 0.350 0.138
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.153
Avg. volume 1W:   0.000
Avg. price 1M:   0.256
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -