Morgan Stanley Call 95 AAP 20.09.2024
/ DE000ME9ZJ45
Morgan Stanley Call 95 AAP 20.09..../ DE000ME9ZJ45 /
| 6/14/2024 6:56:21 PM |
Chg.- |
Bid11:01:33 AM |
Ask11:01:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.072EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
95.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME9ZJ4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
3/11/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
65.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.38 |
| Parity: |
-2.95 |
| Time value: |
0.09 |
| Break-even: |
89.67 |
| Moneyness: |
0.67 |
| Premium: |
0.51 |
| Premium p.a.: |
3.91 |
| Spread abs.: |
0.01 |
| Spread %: |
12.35% |
| Delta: |
0.12 |
| Theta: |
-0.02 |
| Omega: |
7.74 |
| Rho: |
0.02 |
Quote data
| Open: |
0.078 |
| High: |
0.078 |
| Low: |
0.072 |
| Previous Close: |
0.077 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
-76.00% |
| 3 Months |
|
|
-89.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.092 |
0.066 |
| 1M High / 1M Low: |
0.300 |
0.066 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
282.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
