Morgan Stanley Call 60 AAP 20.09..../  DE000ME1PHM5  /

Stuttgart
7/8/2024  6:58:30 PM Chg.+0.009 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.187EUR +5.06% -
Bid Size: -
-
Ask Size: -
Advance Auto Parts 60.00 USD 9/20/2024 Call
 

Master data

WKN: ME1PHM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 9/20/2024
Issue date: 10/6/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 24.88
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.38
Parity: -0.12
Time value: 0.22
Break-even: 57.60
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 0.35
Spread abs.: 0.04
Spread %: 21.11%
Delta: 0.47
Theta: -0.02
Omega: 11.82
Rho: 0.05
 

Quote data

Open: 0.179
High: 0.187
Low: 0.179
Previous Close: 0.178
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.43%
1 Month
  -30.74%
3 Months
  -52.05%
YTD
  -11.79%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.211 0.170
1M High / 1M Low: 0.290 0.170
6M High / 6M Low: 0.430 0.170
High (YTD): 4/3/2024 0.430
Low (YTD): 7/4/2024 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.245
Avg. volume 1M:   0.000
Avg. price 6M:   0.307
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.76%
Volatility 6M:   83.67%
Volatility 1Y:   -
Volatility 3Y:   -