Morgan Stanley Call 70 AAP 20.09.2024
/ DE000ME17P12
Morgan Stanley Call 70 AAP 20.09..../ DE000ME17P12 /
| 7/8/2024 9:07:39 PM |
Chg.- |
Bid8:45:27 AM |
Ask8:45:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.223EUR |
- |
0.213
Bid Size: 10,000 |
0.240
Ask Size: 10,000 |
Advance Auto Parts |
70.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME17P1 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
9/27/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.38 |
| Parity: |
-1.04 |
| Time value: |
0.22 |
| Break-even: |
66.90 |
| Moneyness: |
0.84 |
| Premium: |
0.23 |
| Premium p.a.: |
1.81 |
| Spread abs.: |
0.03 |
| Spread %: |
12.56% |
| Delta: |
0.29 |
| Theta: |
-0.03 |
| Omega: |
7.13 |
| Rho: |
0.03 |
Quote data
| Open: |
0.194 |
| High: |
0.223 |
| Low: |
0.194 |
| Previous Close: |
0.189 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.23% |
| 1 Month |
|
|
-48.14% |
| 3 Months |
|
|
-84.07% |
| YTD |
|
|
-73.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.189 |
| 1M High / 1M Low: |
0.450 |
0.189 |
| 6M High / 6M Low: |
2.120 |
0.189 |
| High (YTD): |
3/21/2024 |
2.120 |
| Low (YTD): |
7/5/2024 |
0.189 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.221 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.986 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.32% |
| Volatility 6M: |
|
170.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
