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Morgan Stanley Call 80 AAP 16.01..../  DE000MB9K0W0  /

Stuttgart
2024-09-26  8:20:07 PM Chg.+0.018 Bid9:25:00 PM Ask9:25:00 PM Underlying Strike price Expiration date Option type
0.201EUR +9.84% 0.206
Bid Size: 125,000		 0.213
Ask Size: 125,000		 Advance Auto Parts 80.00 USD 2026-01-16 Call
 

Master data

WKN: MB9K0W
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 80.00 USD
Maturity: 2026-01-16
Issue date: 2023-08-08
Last trading day: 2026-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.25
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.40
Parity: -3.63
Time value: 0.20
Break-even: 73.83
Moneyness: 0.50
Premium: 1.08
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 3.72%
Delta: 0.21
Theta: -0.01
Omega: 3.83
Rho: 0.07
 

Quote data

Open: 0.189
High: 0.201
Low: 0.189
Previous Close: 0.183
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.27%
1 Month
  -53.26%
3 Months
  -80.67%
YTD
  -84.66%
1 Year
  -79.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.224 0.183
1M High / 1M Low: 0.430 0.183
6M High / 6M Low: 2.590 0.183
High (YTD): 2024-03-21 2.660
Low (YTD): 2024-09-25 0.183
52W High: 2024-03-21 2.660
52W Low: 2024-09-25 0.183
Avg. price 1W:   0.202
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   1.169
Avg. volume 6M:   0.000
Avg. price 1Y:   1.231
Avg. volume 1Y:   0.000
Volatility 1M:   79.90%
Volatility 6M:   117.39%
Volatility 1Y:   114.44%
Volatility 3Y:   -