Morgan Stanley Call 105 AAP 20.06.2025
/ DE000MG0DDF4
Morgan Stanley Call 105 AAP 20.06.../ DE000MG0DDF4 /
| 01/08/2024 13:59:50 |
Chg.0.000 |
Bid16:58:15 |
Ask16:58:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
0.00% |
0.280
Bid Size: 80,000 |
0.310
Ask Size: 80,000 |
Advance Auto Parts |
105.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
MG0DDF |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
19/03/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
-3.85 |
| Time value: |
0.34 |
| Break-even: |
100.41 |
| Moneyness: |
0.60 |
| Premium: |
0.72 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.03 |
| Spread %: |
9.68% |
| Delta: |
0.25 |
| Theta: |
-0.02 |
| Omega: |
4.22 |
| Rho: |
0.10 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.71% |
| 1 Month |
|
|
+24.00% |
| 3 Months |
|
|
-56.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.270 |
| 1M High / 1M Low: |
0.330 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.273 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
