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: |
|
- |
