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

Stuttgart
2024-06-14  9:12:29 PM Chg.- Bid10:17:45 AM Ask10:17:45 AM Underlying Strike price Expiration date Option type
0.168EUR - 0.167
Bid Size: 5,000		 0.189
Ask Size: 5,000		 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: 32.38
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.38
Parity: -4.07
Time value: 0.18
Break-even: 101.83
Moneyness: 0.59
Premium: 0.72
Premium p.a.: 1.52
Spread abs.: 0.01
Spread %: 5.78%
Delta: 0.16
Theta: -0.02
Omega: 5.33
Rho: 0.05
 

Quote data

Open: 0.171
High: 0.171
Low: 0.152
Previous Close: 0.174
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.39%
1 Month
  -61.82%
3 Months
  -79.76%
YTD
  -62.67%
1 Year
  -77.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.194 0.155
1M High / 1M Low: 0.440 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:   0.169
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   0.493
Avg. volume 6M:   0.000
Avg. price 1Y:   0.492
Avg. volume 1Y:   0.000
Volatility 1M:   253.02%
Volatility 6M:   156.14%
Volatility 1Y:   161.00%
Volatility 3Y:   -