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Morgan Stanley Call 110 AAP 17.01.../  DE000MB4FU29  /

Stuttgart
2024-07-31  11:57:40 AM Chg.+0.002 Bid5:08:13 PM Ask5:08:13 PM Underlying Strike price Expiration date Option type
0.110EUR +1.85% 0.116
Bid Size: 80,000		 0.140
Ask Size: 80,000		 Advance Auto Parts 110.00 - 2025-01-17 Call
 

Master data

WKN: MB4FU2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2025-01-17
Issue date: 2023-03-16
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 43.86
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.39
Parity: -5.17
Time value: 0.13
Break-even: 111.33
Moneyness: 0.53
Premium: 0.91
Premium p.a.: 3.01
Spread abs.: 0.03
Spread %: 23.15%
Delta: 0.12
Theta: -0.02
Omega: 5.41
Rho: 0.03
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.108
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+12.24%
3 Months
  -64.52%
YTD
  -67.65%
1 Year
  -84.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.108 0.088
1M High / 1M Low: 0.119 0.076
6M High / 6M Low: 0.780 0.076
High (YTD): 2024-03-21 0.780
Low (YTD): 2024-07-04 0.076
52W High: 2024-03-21 0.780
52W Low: 2024-07-04 0.076
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   0.301
Avg. volume 6M:   0.000
Avg. price 1Y:   0.313
Avg. volume 1Y:   0.000
Volatility 1M:   153.83%
Volatility 6M:   171.57%
Volatility 1Y:   169.55%
Volatility 3Y:   -