Morgan Stanley Call 70 AAP 16.01.2026
/ DE000ME2M283
Morgan Stanley Call 70 AAP 16.01..../ DE000ME2M283 /
06/09/2024 20:58:40 |
Chg.0.000 |
Bid22:05:01 |
Ask22:05:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Advance Auto Parts |
70.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
ME2M28 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
26/10/2023 |
Last trading day: |
16/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.41 |
Parity: |
-2.66 |
Time value: |
0.34 |
Break-even: |
66.40 |
Moneyness: |
0.58 |
Premium: |
0.82 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.01 |
Spread %: |
3.03% |
Delta: |
0.31 |
Theta: |
-0.01 |
Omega: |
3.34 |
Rho: |
0.11 |
Quote data
Open: |
0.300 |
High: |
0.320 |
Low: |
0.300 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.58% |
1 Month |
|
|
-72.41% |
3 Months |
|
|
-77.78% |
YTD |
|
|
-79.87% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.440 |
0.320 |
1M High / 1M Low: |
1.330 |
0.320 |
6M High / 6M Low: |
3.190 |
0.320 |
High (YTD): |
21/03/2024 |
3.190 |
Low (YTD): |
05/09/2024 |
0.320 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.390 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.877 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.716 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.83% |
Volatility 6M: |
|
109.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |