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Morgan Stanley Call 110 AAP 20.12.../  DE000MB4FU11  /

Stuttgart
2024-05-27  6:05:21 PM Chg.-0.020 Bid6:56:11 PM Ask6:56:11 PM Underlying Strike price Expiration date Option type
0.189EUR -9.57% 0.191
Bid Size: 3,750		 0.214
Ask Size: 3,750		 Advance Auto Parts 110.00 - 2024-12-20 Call
 

Master data

WKN: MB4FU1
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-12-20
Issue date: 2023-03-16
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.44
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.48
Parity: -4.59
Time value: 0.20
Break-even: 112.04
Moneyness: 0.58
Premium: 0.75
Premium p.a.: 1.67
Spread abs.: 0.01
Spread %: 5.15%
Delta: 0.17
Theta: -0.02
Omega: 5.20
Rho: 0.05
 

Quote data

Open: 0.190
High: 0.190
Low: 0.189
Previous Close: 0.209
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.31%
1 Month
  -44.41%
3 Months
  -34.83%
YTD
  -40.94%
1 Year
  -92.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.199
1M High / 1M Low: 0.330 0.199
6M High / 6M Low: 0.730 0.133
High (YTD): 2024-03-21 0.730
Low (YTD): 2024-05-23 0.199
52W High: 2023-05-31 2.420
52W Low: 2023-11-17 0.126
Avg. price 1W:   0.219
Avg. volume 1W:   0.000
Avg. price 1M:   0.284
Avg. volume 1M:   0.000
Avg. price 6M:   0.339
Avg. volume 6M:   0.000
Avg. price 1Y:   0.390
Avg. volume 1Y:   0.000
Volatility 1M:   117.85%
Volatility 6M:   173.91%
Volatility 1Y:   171.29%
Volatility 3Y:   -