Morgan Stanley Call 140 AAP 20.06.../  DE000MG0ZBT2  /

Stuttgart
2024-06-21  5:35:14 PM Chg.- Bid8:00:17 AM Ask8:00:17 AM Underlying Strike price Expiration date Option type
0.170EUR - 0.168
Bid Size: 10,000
0.195
Ask Size: 10,000
Advance Auto Parts 140.00 USD 2025-06-20 Call
 

Master data

WKN: MG0ZBT
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2025-06-20
Issue date: 2024-03-28
Last trading day: 2025-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.55
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.38
Parity: -6.95
Time value: 0.20
Break-even: 132.94
Moneyness: 0.47
Premium: 1.16
Premium p.a.: 1.18
Spread abs.: 0.03
Spread %: 15.38%
Delta: 0.14
Theta: -0.01
Omega: 4.51
Rho: 0.07
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.161
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.29%
1 Month
  -23.42%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.135
1M High / 1M Low: 0.222 0.128
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.160
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -