Morgan Stanley Call 90 AAP 20.12.2024
/ DE000MB7LC61
Morgan Stanley Call 90 AAP 20.12..../ DE000MB7LC61 /
| 2024-05-27 6:13:08 PM |
Chg.-0.050 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-10.20% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
90.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB7LC6 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-16 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.48 |
| Parity: |
-2.59 |
| Time value: |
0.46 |
| Break-even: |
94.60 |
| Moneyness: |
0.71 |
| Premium: |
0.47 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.31 |
| Theta: |
-0.03 |
| Omega: |
4.34 |
| Rho: |
0.09 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.81% |
| 1 Month |
|
|
-38.89% |
| 3 Months |
|
|
-16.98% |
| YTD |
|
|
-21.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.460 |
| 1M High / 1M Low: |
0.710 |
0.460 |
| 6M High / 6M Low: |
1.350 |
0.250 |
| High (YTD): |
2024-03-21 |
1.350 |
| Low (YTD): |
2024-05-23 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.624 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.654 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.00% |
| Volatility 6M: |
|
165.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
