Morgan Stanley Call 140 AAP 21.03.../  DE000MG0ZBY2  /

Stuttgart
2024-05-24  5:54:46 PM Chg.+0.005 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.150EUR +3.45% -
Bid Size: -
-
Ask Size: -
Advance Auto Parts 140.00 USD 2025-03-21 Call
 

Master data

WKN: MG0ZBY
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2025-03-21
Issue date: 2024-03-28
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.38
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.48
Parity: -6.49
Time value: 0.16
Break-even: 130.62
Moneyness: 0.50
Premium: 1.04
Premium p.a.: 1.38
Spread abs.: 0.01
Spread %: 6.90%
Delta: 0.12
Theta: -0.01
Omega: 5.11
Rho: 0.05
 

Quote data

Open: 0.144
High: 0.150
Low: 0.144
Previous Close: 0.145
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.25%
1 Month
  -30.88%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.169 0.145
1M High / 1M Low: 0.217 0.145
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.153
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -