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Morgan Stanley Call 100 AAP 17.01.../  DE000MB6NE27  /

Stuttgart
2024-06-25  11:13:19 AM Chg.-0.002 Bid11:38:07 AM Ask11:38:07 AM Underlying Strike price Expiration date Option type
0.175EUR -1.13% 0.176
Bid Size: 10,000		 0.203
Ask Size: 10,000		 Advance Auto Parts 100.00 - 2025-01-17 Call
 

Master data

WKN: MB6NE2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2025-01-17
Issue date: 2023-05-29
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.12
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.38
Parity: -3.92
Time value: 0.20
Break-even: 102.02
Moneyness: 0.61
Premium: 0.68
Premium p.a.: 1.50
Spread abs.: 0.03
Spread %: 14.77%
Delta: 0.18
Theta: -0.02
Omega: 5.31
Rho: 0.05
 

Quote data

Open: 0.175
High: 0.175
Low: 0.175
Previous Close: 0.177
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.16%
1 Month
  -48.53%
3 Months
  -80.98%
YTD
  -61.11%
1 Year
  -73.08%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.198 0.156
1M High / 1M Low: 0.320 0.155
6M High / 6M Low: 1.040 0.155
High (YTD): 2024-03-21 1.040
Low (YTD): 2024-06-11 0.155
52W High: 2024-03-21 1.040
52W Low: 2024-06-11 0.155
Avg. price 1W:   0.179
Avg. volume 1W:   0.000
Avg. price 1M:   0.198
Avg. volume 1M:   0.000
Avg. price 6M:   0.481
Avg. volume 6M:   0.000
Avg. price 1Y:   0.480
Avg. volume 1Y:   0.000
Volatility 1M:   272.96%
Volatility 6M:   162.07%
Volatility 1Y:   163.05%
Volatility 3Y:   -