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Morgan Stanley Call 115 AAP 17.01.../  DE000MB4EFU3  /

Stuttgart
2024-06-28  8:58:48 PM Chg.-0.004 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.085EUR -4.49% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 115.00 - 2025-01-17 Call
 

Master data

WKN: MB4EFU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 2025-01-17
Issue date: 2023-03-15
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.92
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.38
Parity: -5.64
Time value: 0.12
Break-even: 116.15
Moneyness: 0.51
Premium: 0.98
Premium p.a.: 2.43
Spread abs.: 0.03
Spread %: 29.21%
Delta: 0.11
Theta: -0.01
Omega: 5.52
Rho: 0.03
 

Quote data

Open: 0.087
High: 0.089
Low: 0.085
Previous Close: 0.089
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.09%
1 Month
  -22.02%
3 Months
  -85.09%
YTD
  -71.67%
1 Year
  -81.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.107 0.085
1M High / 1M Low: 0.151 0.085
6M High / 6M Low: 0.660 0.085
High (YTD): 2024-03-21 0.660
Low (YTD): 2024-06-28 0.085
52W High: 2023-08-11 0.670
52W Low: 2024-06-28 0.085
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.293
Avg. volume 6M:   0.000
Avg. price 1Y:   0.311
Avg. volume 1Y:   0.000
Volatility 1M:   201.92%
Volatility 6M:   160.57%
Volatility 1Y:   160.84%
Volatility 3Y:   -