Morgan Stanley Call 70 AAP 20.12.2024
/ DE000ME57723
Morgan Stanley Call 70 AAP 20.12..../ DE000ME57723 /
17/07/2024 15:11:42 |
Chg.-0.008 |
Bid17:20:34 |
Ask17:20:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.158EUR |
-4.82% |
0.166 Bid Size: 80,000 |
0.203 Ask Size: 80,000 |
Advance Auto Parts |
70.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
ME5772 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
13/12/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
29.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.38 |
Parity: |
-0.58 |
Time value: |
0.20 |
Break-even: |
66.22 |
Moneyness: |
0.91 |
Premium: |
0.13 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.04 |
Spread %: |
23.31% |
Delta: |
0.34 |
Theta: |
-0.01 |
Omega: |
9.97 |
Rho: |
0.08 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.158 |
Previous Close: |
0.166 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+36.21% |
1 Month |
|
|
-14.13% |
3 Months |
|
|
-41.48% |
YTD |
|
|
-3.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.166 |
0.116 |
1M High / 1M Low: |
0.193 |
0.109 |
6M High / 6M Low: |
0.360 |
0.109 |
High (YTD): |
03/04/2024 |
0.360 |
Low (YTD): |
04/07/2024 |
0.109 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.149 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.152 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.235 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
182.20% |
Volatility 6M: |
|
101.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |