Morgan Stanley Call 70 AAP 20.09.2024
/ DE000ME3B0H2
Morgan Stanley Call 70 AAP 20.09..../ DE000ME3B0H2 /
| 2024-06-20 10:28:11 AM |
Chg.+0.020 |
Bid2024-06-20 |
Ask2024-06-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.139EUR |
+16.81% |
0.139
Bid Size: 10,000 |
0.180
Ask Size: 10,000 |
Advance Auto Parts |
70.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME3B0H |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
30.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.38 |
| Parity: |
-0.53 |
| Time value: |
0.20 |
| Break-even: |
67.12 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.08 |
| Spread %: |
67.23% |
| Delta: |
0.34 |
| Theta: |
-0.02 |
| Omega: |
10.32 |
| Rho: |
0.05 |
Quote data
| Open: |
0.139 |
| High: |
0.139 |
| Low: |
0.139 |
| Previous Close: |
0.119 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.44% |
| 1 Month |
|
|
-44.40% |
| 3 Months |
|
|
-60.29% |
| YTD |
|
|
-10.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.149 |
0.119 |
| 1M High / 1M Low: |
0.250 |
0.119 |
| 6M High / 6M Low: |
0.370 |
0.119 |
| High (YTD): |
2024-03-28 |
0.370 |
| Low (YTD): |
2024-06-19 |
0.119 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.139 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.180 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.231 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.33% |
| Volatility 6M: |
|
99.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
