Morgan Stanley Call 120 AAP 20.12.../  DE000MB49RY9  /

Stuttgart
2024-08-01  4:18:37 PM Chg.-0.003 Bid5:13:22 PM Ask5:13:22 PM Underlying Strike price Expiration date Option type
0.068EUR -4.23% 0.062
Bid Size: 80,000
0.086
Ask Size: 80,000
Advance Auto Parts 120.00 - 2024-12-20 Call
 

Master data

WKN: MB49RY
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-12-20
Issue date: 2023-03-10
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 63.60
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.38
Parity: -6.15
Time value: 0.09
Break-even: 120.92
Moneyness: 0.49
Premium: 1.07
Premium p.a.: 5.55
Spread abs.: 0.02
Spread %: 35.29%
Delta: 0.09
Theta: -0.02
Omega: 5.70
Rho: 0.02
 

Quote data

Open: 0.067
High: 0.068
Low: 0.067
Previous Close: 0.071
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.48%
1 Month  
+13.33%
3 Months
  -65.66%
YTD
  -71.67%
1 Year
  -87.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.060
1M High / 1M Low: 0.075 0.046
6M High / 6M Low: 0.520 0.046
High (YTD): 2024-03-21 0.520
Low (YTD): 2024-07-04 0.046
52W High: 2023-08-11 0.570
52W Low: 2024-07-04 0.046
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.196
Avg. volume 6M:   0.000
Avg. price 1Y:   0.214
Avg. volume 1Y:   0.000
Volatility 1M:   178.43%
Volatility 6M:   173.83%
Volatility 1Y:   167.02%
Volatility 3Y:   -