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Morgan Stanley Call 110 AAP 17.01.../  DE000MB4FU29  /

Stuttgart
2024-06-21  5:35:16 PM Chg.- Bid9:22:50 AM Ask9:22:50 AM Underlying Strike price Expiration date Option type
0.135EUR - 0.132
Bid Size: 5,000		 0.159
Ask Size: 5,000		 Advance Auto Parts 110.00 - 2025-01-17 Call
 

Master data

WKN: MB4FU2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-03-16
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.68
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.38
Parity: -4.85
Time value: 0.16
Break-even: 111.59
Moneyness: 0.56
Premium: 0.81
Premium p.a.: 1.83
Spread abs.: 0.03
Spread %: 19.55%
Delta: 0.14
Theta: -0.01
Omega: 5.42
Rho: 0.04
 

Quote data

Open: 0.138
High: 0.138
Low: 0.135
Previous Close: 0.131
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.46%
1 Month
  -42.31%
3 Months
  -81.76%
YTD
  -60.29%
1 Year
  -74.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.137 0.107
1M High / 1M Low: 0.234 0.107
6M High / 6M Low: 0.780 0.107
High (YTD): 2024-03-21 0.780
Low (YTD): 2024-06-19 0.107
52W High: 2024-03-21 0.780
52W Low: 2024-06-19 0.107
Avg. price 1W:   0.127
Avg. volume 1W:   0.000
Avg. price 1M:   0.143
Avg. volume 1M:   0.000
Avg. price 6M:   0.352
Avg. volume 6M:   0.000
Avg. price 1Y:   0.363
Avg. volume 1Y:   0.000
Volatility 1M:   253.53%
Volatility 6M:   164.50%
Volatility 1Y:   164.48%
Volatility 3Y:   -