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Morgan Stanley Call 110 AAP 20.09.../  DE000MB4FU03  /

Stuttgart
23/05/2024  11:50:58 Chg.-0.005 Bid16:34:06 Ask16:34:06 Underlying Strike price Expiration date Option type
0.093EUR -5.10% 0.085
Bid Size: 25,000		 0.095
Ask Size: 25,000		 Advance Auto Parts 110.00 - 20/09/2024 Call
 

Master data

WKN: MB4FU0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 20/09/2024
Issue date: 16/03/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.80
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.48
Parity: -4.51
Time value: 0.11
Break-even: 111.05
Moneyness: 0.59
Premium: 0.71
Premium p.a.: 4.13
Spread abs.: 0.01
Spread %: 10.53%
Delta: 0.11
Theta: -0.02
Omega: 6.63
Rho: 0.02
 

Quote data

Open: 0.093
High: 0.093
Low: 0.093
Previous Close: 0.098
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.16%
1 Month
  -52.31%
3 Months
  -45.93%
YTD
  -53.50%
1 Year
  -96.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.148 0.097
1M High / 1M Low: 0.195 0.097
6M High / 6M Low: 0.480 0.083
High (YTD): 21/03/2024 0.480
Low (YTD): 21/05/2024 0.097
52W High: 23/05/2023 2.410
52W Low: 17/11/2023 0.079
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   0.200
Avg. volume 6M:   0.000
Avg. price 1Y:   0.300
Avg. volume 1Y:   0.000
Volatility 1M:   143.13%
Volatility 6M:   208.99%
Volatility 1Y:   193.12%
Volatility 3Y:   -