Morgan Stanley Call 95 AAP 20.12.2024
/ DE000MB9D0M0
Morgan Stanley Call 95 AAP 20.12..../ DE000MB9D0M0 /
| 2024-05-27 9:13:30 AM |
Chg.-0.030 |
Bid10:01:15 AM |
Ask10:01:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-7.89% |
0.360
Bid Size: 3,750 |
0.380
Ask Size: 3,750 |
Advance Auto Parts |
95.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
MB9D0M |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-01 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.48 |
| Parity: |
-2.34 |
| Time value: |
0.38 |
| Break-even: |
91.39 |
| Moneyness: |
0.73 |
| Premium: |
0.42 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
4.93 |
| Rho: |
0.08 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.53% |
| 1 Month |
|
|
-38.60% |
| 3 Months |
|
|
-27.08% |
| YTD |
|
|
-27.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.360 |
| 1M High / 1M Low: |
0.600 |
0.360 |
| 6M High / 6M Low: |
1.120 |
0.203 |
| High (YTD): |
2024-03-21 |
1.120 |
| Low (YTD): |
2024-05-23 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.549 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.41% |
| Volatility 6M: |
|
151.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
