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Morgan Stanley Call 100 AAP 17.01.../  DE000MB6NE27  /

Stuttgart
2024-07-31  5:23:26 PM Chg.+0.015 Bid6:26:49 PM Ask6:26:49 PM Underlying Strike price Expiration date Option type
0.166EUR +9.93% 0.168
Bid Size: 80,000		 0.192
Ask Size: 80,000		 Advance Auto Parts 100.00 - 2025-01-17 Call
 

Master data

WKN: MB6NE2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2025-01-17
Issue date: 2023-05-29
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.59
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.39
Parity: -4.17
Time value: 0.18
Break-even: 101.79
Moneyness: 0.58
Premium: 0.75
Premium p.a.: 2.30
Spread abs.: 0.03
Spread %: 16.23%
Delta: 0.16
Theta: -0.02
Omega: 5.26
Rho: 0.04
 

Quote data

Open: 0.158
High: 0.166
Low: 0.158
Previous Close: 0.151
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.68%
1 Month  
+22.06%
3 Months
  -63.91%
YTD
  -63.11%
1 Year
  -81.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.151 0.118
1M High / 1M Low: 0.168 0.108
6M High / 6M Low: 1.040 0.108
High (YTD): 2024-03-21 1.040
Low (YTD): 2024-07-04 0.108
52W High: 2024-03-21 1.040
52W Low: 2024-07-04 0.108
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.132
Avg. volume 1M:   0.000
Avg. price 6M:   0.417
Avg. volume 6M:   0.000
Avg. price 1Y:   0.420
Avg. volume 1Y:   0.000
Volatility 1M:   161.83%
Volatility 6M:   170.00%
Volatility 1Y:   168.46%
Volatility 3Y:   -