Morgan Stanley Call 90 AAP 21.06.2024
/ DE000MB966C2
Morgan Stanley Call 90 AAP 21.06..../ DE000MB966C2 /
| 23/05/2024 09:37:37 |
Chg.0.000 |
Bid11:41:03 |
Ask11:41:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
0.00% |
0.043
Bid Size: 3,750 |
0.061
Ask Size: 3,750 |
Advance Auto Parts |
90.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
MB966C |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
26/07/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
104.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.48 |
| Parity: |
-1.83 |
| Time value: |
0.06 |
| Break-even: |
83.76 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
23.87 |
| Spread abs.: |
0.02 |
| Spread %: |
40.91% |
| Delta: |
0.11 |
| Theta: |
-0.04 |
| Omega: |
11.84 |
| Rho: |
0.01 |
Quote data
| Open: |
0.043 |
| High: |
0.043 |
| Low: |
0.043 |
| Previous Close: |
0.043 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.82% |
| 1 Month |
|
|
-57.43% |
| 3 Months |
|
|
-35.82% |
| YTD |
|
|
-27.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.043 |
| 1M High / 1M Low: |
0.101 |
0.043 |
| 6M High / 6M Low: |
0.205 |
0.025 |
| High (YTD): |
21/03/2024 |
0.205 |
| Low (YTD): |
22/05/2024 |
0.043 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.085 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.55% |
| Volatility 6M: |
|
169.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
