Morgan Stanley Call 70 AAP 20.09..../  DE000ME17P12  /

Stuttgart
02/08/2024  21:08:20 Chg.+0.020 Bid22:00:34 Ask22:00:34 Underlying Strike price Expiration date Option type
0.260EUR +8.33% -
Bid Size: -
-
Ask Size: -
Advance Auto Parts 70.00 USD 20/09/2024 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: 20/09/2024
Issue date: 27/09/2023
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.65
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.38
Parity: -0.82
Time value: 0.30
Break-even: 67.16
Moneyness: 0.87
Premium: 0.20
Premium p.a.: 3.01
Spread abs.: 0.03
Spread %: 11.11%
Delta: 0.35
Theta: -0.06
Omega: 6.56
Rho: 0.02
 

Quote data

Open: 0.260
High: 0.260
Low: 0.224
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+10.64%
3 Months
  -79.85%
YTD
  -69.05%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.240
1M High / 1M Low: 0.360 0.185
6M High / 6M Low: 2.120 0.185
High (YTD): 21/03/2024 2.120
Low (YTD): 10/07/2024 0.185
52W High: - -
52W Low: - -
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   0.000
Avg. price 6M:   0.889
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   260.86%
Volatility 6M:   194.20%
Volatility 1Y:   -
Volatility 3Y:   -