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Morgan Stanley Call 100 AAP 20.12.../  DE000MB6NDZ3  /

Stuttgart
2024-07-31  5:23:24 PM Chg.+0.013 Bid6:38:15 PM Ask6:38:15 PM Underlying Strike price Expiration date Option type
0.140EUR +10.24% 0.139
Bid Size: 80,000		 0.163
Ask Size: 80,000		 Advance Auto Parts 100.00 - 2024-12-20 Call
 

Master data

WKN: MB6NDZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 2024-12-20
Issue date: 2023-05-29
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 37.63
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.39
Parity: -4.17
Time value: 0.16
Break-even: 101.55
Moneyness: 0.58
Premium: 0.74
Premium p.a.: 3.16
Spread abs.: 0.03
Spread %: 19.23%
Delta: 0.15
Theta: -0.02
Omega: 5.53
Rho: 0.03
 

Quote data

Open: 0.133
High: 0.140
Low: 0.133
Previous Close: 0.127
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.86%
1 Month  
+20.69%
3 Months
  -66.67%
YTD
  -66.67%
1 Year
  -83.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.127 0.098
1M High / 1M Low: 0.143 0.088
6M High / 6M Low: 0.980 0.088
High (YTD): 2024-03-21 0.980
Low (YTD): 2024-07-04 0.088
52W High: 2024-03-21 0.980
52W Low: 2024-07-04 0.088
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.112
Avg. volume 1M:   0.000
Avg. price 6M:   0.382
Avg. volume 6M:   0.000
Avg. price 1Y:   0.388
Avg. volume 1Y:   0.000
Volatility 1M:   171.59%
Volatility 6M:   177.53%
Volatility 1Y:   173.73%
Volatility 3Y:   -