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Morgan Stanley Call 120 AAP 17.01.../  DE000MB49RZ6  /

Stuttgart
2024-06-20  9:03:47 PM Chg.+0.025 Bid9:27:26 PM Ask9:27:26 PM Underlying Strike price Expiration date Option type
0.103EUR +32.05% 0.104
Bid Size: 80,000		 0.130
Ask Size: 80,000		 Advance Auto Parts 120.00 - 2025-01-17 Call
 

Master data

WKN: MB49RZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2025-01-17
Issue date: 2023-03-10
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.31
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.38
Parity: -6.02
Time value: 0.13
Break-even: 121.32
Moneyness: 0.50
Premium: 1.03
Premium p.a.: 2.40
Spread abs.: 0.05
Spread %: 69.23%
Delta: 0.12
Theta: -0.01
Omega: 5.24
Rho: 0.03
 

Quote data

Open: 0.093
High: 0.103
Low: 0.093
Previous Close: 0.078
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.00%
1 Month
  -46.91%
3 Months
  -80.93%
YTD
  -61.85%
1 Year
  -77.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.078
1M High / 1M Low: 0.194 0.078
6M High / 6M Low: 0.560 0.078
High (YTD): 2024-03-21 0.560
Low (YTD): 2024-06-19 0.078
52W High: 2023-08-11 0.600
52W Low: 2024-06-19 0.078
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   0.262
Avg. volume 6M:   0.000
Avg. price 1Y:   0.283
Avg. volume 1Y:   0.000
Volatility 1M:   210.31%
Volatility 6M:   147.92%
Volatility 1Y:   149.14%
Volatility 3Y:   -