Morgan Stanley Call 70 AAP 20.12.2024
/ DE000ME57723
Morgan Stanley Call 70 AAP 20.12..../ DE000ME57723 /
8/16/2024 4:44:07 PM |
Chg.+0.002 |
Bid6:28:58 PM |
Ask6:28:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.159EUR |
+1.27% |
0.160 Bid Size: 25,000 |
0.195 Ask Size: 25,000 |
Advance Auto Parts |
70.00 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
12/13/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
29.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.38 |
Parity: |
-0.69 |
Time value: |
0.19 |
Break-even: |
65.74 |
Moneyness: |
0.89 |
Premium: |
0.16 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.04 |
Spread %: |
22.78% |
Delta: |
0.32 |
Theta: |
-0.02 |
Omega: |
9.32 |
Rho: |
0.06 |
Quote data
Open: |
0.160 |
High: |
0.160 |
Low: |
0.159 |
Previous Close: |
0.157 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.97% |
1 Month |
|
|
-4.22% |
3 Months |
|
|
-38.85% |
YTD |
|
|
-2.45% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.157 |
0.128 |
1M High / 1M Low: |
0.170 |
0.112 |
6M High / 6M Low: |
0.360 |
0.109 |
High (YTD): |
4/3/2024 |
0.360 |
Low (YTD): |
7/4/2024 |
0.109 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.142 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.141 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.221 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.59% |
Volatility 6M: |
|
115.95% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |