Morgan Stanley Call 85 AAP 16.01.2026
/ DE000ME7GSX5
Morgan Stanley Call 85 AAP 16.01..../ DE000ME7GSX5 /
05/08/2024 20:44:45 |
Chg.-0.030 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.800EUR |
-3.61% |
- Bid Size: - |
- Ask Size: - |
Advance Auto Parts |
85.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
ME7GSX |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
24/01/2024 |
Last trading day: |
16/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.38 |
Parity: |
-2.20 |
Time value: |
0.91 |
Break-even: |
87.00 |
Moneyness: |
0.72 |
Premium: |
0.55 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.03 |
Spread %: |
3.41% |
Delta: |
0.46 |
Theta: |
-0.02 |
Omega: |
2.83 |
Rho: |
0.24 |
Quote data
Open: |
0.730 |
High: |
0.800 |
Low: |
0.730 |
Previous Close: |
0.830 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.11% |
1 Month |
|
|
+5.26% |
3 Months |
|
|
-53.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.990 |
0.830 |
1M High / 1M Low: |
1.020 |
0.760 |
6M High / 6M Low: |
2.430 |
0.760 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.906 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.873 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.388 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.22% |
Volatility 6M: |
|
96.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |