Morgan Stanley Call 42.5 AVOL 20.09.2024
/ DE000ME8NH18
Morgan Stanley Call 42.5 AVOL 20..../ DE000ME8NH18 /
12/07/2024 16:35:39 |
Chg.+0.004 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.068EUR |
+6.25% |
- Bid Size: - |
- Ask Size: - |
AVOLTA N |
42.50 CHF |
20/09/2024 |
Call |
Master data
WKN: |
ME8NH1 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AVOLTA N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.50 CHF |
Maturity: |
20/09/2024 |
Issue date: |
13/02/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
46.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.30 |
Parity: |
-0.64 |
Time value: |
0.08 |
Break-even: |
44.43 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
1.54 |
Spread abs.: |
0.01 |
Spread %: |
20.90% |
Delta: |
0.23 |
Theta: |
-0.02 |
Omega: |
10.45 |
Rho: |
0.01 |
Quote data
Open: |
0.068 |
High: |
0.068 |
Low: |
0.068 |
Previous Close: |
0.064 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.03% |
1 Month |
|
|
-20.93% |
3 Months |
|
|
-40.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.068 |
0.052 |
1M High / 1M Low: |
0.092 |
0.048 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.060 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.069 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
197.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |