Morgan Stanley Call 100 AAP 20.09.../  DE000ME6XSE2  /

Stuttgart
2024-06-14  6:00:47 PM Chg.-0.005 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.061EUR -7.58% -
Bid Size: -
-
Ask Size: -
Advance Auto Parts 100.00 USD 2024-09-20 Call
 

Master data

WKN: ME6XSE
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-15
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 75.95
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.38
Parity: -3.42
Time value: 0.08
Break-even: 94.20
Moneyness: 0.63
Premium: 0.59
Premium p.a.: 4.73
Spread abs.: 0.01
Spread %: 14.71%
Delta: 0.10
Theta: -0.02
Omega: 7.66
Rho: 0.01
 

Quote data

Open: 0.065
High: 0.065
Low: 0.061
Previous Close: 0.066
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -74.58%
3 Months
  -88.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.077 0.054
1M High / 1M Low: 0.240 0.054
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   267.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -