Morgan Stanley Call 90 AAP 20.12.2024
/ DE000ME9RTY4
Morgan Stanley Call 90 AAP 20.12..../ DE000ME9RTY4 /
| 2024-06-19 8:47:44 PM |
Chg.- |
Bid9:13:13 AM |
Ask9:13:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
- |
0.067
Bid Size: 5,000 |
0.108
Ask Size: 5,000 |
Advance Auto Parts |
90.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME9RTY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
47.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.38 |
| Parity: |
-2.39 |
| Time value: |
0.13 |
| Break-even: |
85.01 |
| Moneyness: |
0.71 |
| Premium: |
0.42 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.08 |
| Spread %: |
170.21% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
7.60 |
| Rho: |
0.04 |
Quote data
| Open: |
0.047 |
| High: |
0.047 |
| Low: |
0.047 |
| Previous Close: |
0.068 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.33% |
| 1 Month |
|
|
-65.69% |
| 3 Months |
|
|
-79.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.047 |
| 1M High / 1M Low: |
0.137 |
0.047 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
