Morgan Stanley Call 70 AAP 20.09.2024
/ DE000ME3B0H2
Morgan Stanley Call 70 AAP 20.09..../ DE000ME3B0H2 /
| 2024-05-24 8:51:33 PM |
Chg.+0.007 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
+3.29% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
70.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME3B0H |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
27.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.48 |
| Parity: |
-0.04 |
| Time value: |
0.23 |
| Break-even: |
66.84 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.02 |
| Spread %: |
8.45% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
15.16 |
| Rho: |
0.11 |
Quote data
| Open: |
0.214 |
| High: |
0.220 |
| Low: |
0.214 |
| Previous Close: |
0.213 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-21.43% |
| 3 Months |
|
|
+23.60% |
| YTD |
|
|
+41.03% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.213 |
| 1M High / 1M Low: |
0.280 |
0.213 |
| 6M High / 6M Low: |
0.370 |
0.090 |
| High (YTD): |
2024-03-28 |
0.370 |
| Low (YTD): |
2024-01-04 |
0.153 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.229 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.226 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.02% |
| Volatility 6M: |
|
94.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
