Morgan Stanley Call 90 AAP 20.12.2024
/ DE000MG04Q06
Morgan Stanley Call 90 AAP 20.12..../ DE000MG04Q06 /
| 2024-05-23 3:14:39 PM |
Chg.+0.004 |
Bid7:08:46 PM |
Ask7:08:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.197EUR |
+2.07% |
0.188
Bid Size: 25,000 |
0.206
Ask Size: 25,000 |
Advance Auto Parts |
90.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
MG04Q0 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
30.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.48 |
| Parity: |
-1.83 |
| Time value: |
0.21 |
| Break-even: |
85.27 |
| Moneyness: |
0.78 |
| Premium: |
0.31 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.02 |
| Spread %: |
9.23% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
7.24 |
| Rho: |
0.08 |
Quote data
| Open: |
0.195 |
| High: |
0.197 |
| Low: |
0.195 |
| Previous Close: |
0.193 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.92% |
| 1 Month |
|
|
-29.64% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.193 |
| 1M High / 1M Low: |
0.280 |
0.193 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.223 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
