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

Stuttgart
09/07/2024  21:03:44 Chg.- Bid08:52:38 Ask08:52:38 Underlying Strike price Expiration date Option type
0.092EUR - 0.087
Bid Size: 15,000		 0.114
Ask Size: 10,000		 Advance Auto Parts 100.00 - 20/12/2024 Call
 

Master data

WKN: MB6NDZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 20/12/2024
Issue date: 29/05/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.16
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.38
Parity: -4.65
Time value: 0.12
Break-even: 101.16
Moneyness: 0.54
Premium: 0.89
Premium p.a.: 3.16
Spread abs.: 0.03
Spread %: 28.89%
Delta: 0.12
Theta: -0.01
Omega: 5.54
Rho: 0.02
 

Quote data

Open: 0.101
High: 0.101
Low: 0.092
Previous Close: 0.103
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.60%
1 Month
  -31.34%
3 Months
  -83.86%
YTD
  -78.10%
1 Year
  -86.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.109 0.088
1M High / 1M Low: 0.173 0.088
6M High / 6M Low: 0.980 0.088
High (YTD): 21/03/2024 0.980
Low (YTD): 04/07/2024 0.088
52W High: 21/03/2024 0.980
52W Low: 04/07/2024 0.088
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   0.416
Avg. volume 6M:   0.000
Avg. price 1Y:   0.424
Avg. volume 1Y:   0.000
Volatility 1M:   198.40%
Volatility 6M:   173.71%
Volatility 1Y:   170.21%
Volatility 3Y:   -