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Morgan Stanley Call 100 AAP 20.12.../  DE000MB6NDZ3  /

Stuttgart
6/24/2024  9:05:25 PM Chg.- Bid10:15:59 AM Ask10:15:59 AM Underlying Strike price Expiration date Option type
0.154EUR - 0.153
Bid Size: 10,000		 0.180
Ask Size: 10,000		 Advance Auto Parts 100.00 - 12/20/2024 Call
 

Master data

WKN: MB6NDZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 12/20/2024
Issue date: 5/29/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.99
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.38
Parity: -3.92
Time value: 0.18
Break-even: 101.79
Moneyness: 0.61
Premium: 0.67
Premium p.a.: 1.87
Spread abs.: 0.03
Spread %: 16.99%
Delta: 0.16
Theta: -0.02
Omega: 5.55
Rho: 0.04
 

Quote data

Open: 0.165
High: 0.165
Low: 0.154
Previous Close: 0.164
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.99%
1 Month
  -50.32%
3 Months
  -82.09%
YTD
  -63.33%
1 Year
  -74.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.173 0.134
1M High / 1M Low: 0.290 0.134
6M High / 6M Low: 0.980 0.134
High (YTD): 3/21/2024 0.980
Low (YTD): 6/19/2024 0.134
52W High: 3/21/2024 0.980
52W Low: 6/19/2024 0.134
Avg. price 1W:   0.155
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   0.443
Avg. volume 6M:   0.000
Avg. price 1Y:   0.447
Avg. volume 1Y:   0.000
Volatility 1M:   276.23%
Volatility 6M:   168.66%
Volatility 1Y:   167.53%
Volatility 3Y:   -