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

Stuttgart
2024-06-27  9:18:55 PM Chg.- Bid8:15:37 AM Ask8:15:37 AM Underlying Strike price Expiration date Option type
0.124EUR - 0.120
Bid Size: 5,000		 0.147
Ask Size: 5,000		 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: 39.83
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.38
Parity: -4.14
Time value: 0.15
Break-even: 101.47
Moneyness: 0.59
Premium: 0.73
Premium p.a.: 2.15
Spread abs.: 0.03
Spread %: 21.49%
Delta: 0.14
Theta: -0.02
Omega: 5.68
Rho: 0.03
 

Quote data

Open: 0.111
High: 0.124
Low: 0.111
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.39%
1 Month
  -57.24%
3 Months
  -85.41%
YTD
  -70.48%
1 Year
  -79.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.164 0.120
1M High / 1M Low: 0.290 0.120
6M High / 6M Low: 0.980 0.120
High (YTD): 2024-03-21 0.980
Low (YTD): 2024-06-26 0.120
52W High: 2024-03-21 0.980
52W Low: 2024-06-26 0.120
Avg. price 1W:   0.139
Avg. volume 1W:   0.000
Avg. price 1M:   0.163
Avg. volume 1M:   0.000
Avg. price 6M:   0.436
Avg. volume 6M:   0.000
Avg. price 1Y:   0.441
Avg. volume 1Y:   0.000
Volatility 1M:   267.35%
Volatility 6M:   168.96%
Volatility 1Y:   167.82%
Volatility 3Y:   -