Morgan Stanley Call 95 AAP 20.12.2024
/ DE000MB9D0M0
Morgan Stanley Call 95 AAP 20.12..../ DE000MB9D0M0 /
| 6/17/2024 3:16:23 PM |
Chg.+0.004 |
Bid6:21:47 PM |
Ask6:21:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.178EUR |
+2.30% |
0.205
Bid Size: 80,000 |
0.215
Ask Size: 80,000 |
Advance Auto Parts |
95.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
MB9D0M |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/1/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.38 |
| Parity: |
-2.95 |
| Time value: |
0.19 |
| Break-even: |
90.70 |
| Moneyness: |
0.67 |
| Premium: |
0.53 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.01 |
| Spread %: |
5.43% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
5.84 |
| Rho: |
0.05 |
Quote data
| Open: |
0.174 |
| High: |
0.178 |
| Low: |
0.174 |
| Previous Close: |
0.174 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.71% |
| 1 Month |
|
|
-65.10% |
| 3 Months |
|
|
-80.86% |
| YTD |
|
|
-62.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.170 |
| 1M High / 1M Low: |
0.510 |
0.170 |
| 6M High / 6M Low: |
1.120 |
0.170 |
| High (YTD): |
3/21/2024 |
1.120 |
| Low (YTD): |
6/10/2024 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.183 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.283 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.538 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.00% |
| Volatility 6M: |
|
153.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
