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Morgan Stanley Call 90 AAP 16.01..../  DE000ME0RJN7  /

Stuttgart
2025-01-15  10:59:13 AM Chg.+0.010 Bid2:42:57 PM Ask2:42:57 PM Underlying Strike price Expiration date Option type
0.300EUR +3.45% 0.310
Bid Size: 10,000		 0.330
Ask Size: 10,000		 Advance Auto Parts 90.00 USD 2026-01-16 Call
 

Master data

WKN: ME0RJN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2026-01-16
Issue date: 2023-09-18
Last trading day: 2026-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.99
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.44
Parity: -4.40
Time value: 0.31
Break-even: 90.42
Moneyness: 0.50
Premium: 1.09
Premium p.a.: 1.08
Spread abs.: 0.02
Spread %: 6.90%
Delta: 0.25
Theta: -0.01
Omega: 3.43
Rho: 0.08
 

Quote data

Open: 0.300
High: 0.300
Low: 0.300
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -6.25%
3 Months  
+63.04%
YTD  
+3.45%
1 Year
  -71.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.290
1M High / 1M Low: 0.370 0.280
6M High / 6M Low: 0.900 0.138
High (YTD): 2025-01-06 0.370
Low (YTD): 2025-01-14 0.290
52W High: 2024-03-21 2.290
52W Low: 2024-10-02 0.138
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.316
Avg. volume 1M:   0.000
Avg. price 6M:   0.359
Avg. volume 6M:   0.000
Avg. price 1Y:   0.834
Avg. volume 1Y:   0.000
Volatility 1M:   135.06%
Volatility 6M:   144.57%
Volatility 1Y:   124.04%
Volatility 3Y:   -