Morgan Stanley Call 47.5 AVOL 21..../  DE000MG1WEB9  /

Stuttgart
2024-09-13  4:54:51 PM Chg.+0.003 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.060EUR +5.26% -
Bid Size: -
-
Ask Size: -
AVOLTA N 47.50 CHF 2025-03-21 Call
 

Master data

WKN: MG1WEB
Issuer: Morgan Stanley
Currency: EUR
Underlying: AVOLTA N
Type: Warrant
Option type: Call
Strike price: 47.50 CHF
Maturity: 2025-03-21
Issue date: 2024-04-08
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.85
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.30
Parity: -1.58
Time value: 0.07
Break-even: 51.23
Moneyness: 0.69
Premium: 0.48
Premium p.a.: 1.13
Spread abs.: 0.01
Spread %: 18.33%
Delta: 0.15
Theta: -0.01
Omega: 7.29
Rho: 0.02
 

Quote data

Open: 0.057
High: 0.060
Low: 0.057
Previous Close: 0.057
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month
  -24.05%
3 Months
  -58.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.054
1M High / 1M Low: 0.084 0.054
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -