Morgan Stanley Call 95 AAP 20.06.2025
/ DE000MB9D0L2
Morgan Stanley Call 95 AAP 20.06..../ DE000MB9D0L2 /
| 10/07/2024 09:12:56 |
Chg.-0.020 |
Bid10/07/2024 |
Ask10/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-6.25% |
0.300
Bid Size: 10,000 |
0.330
Ask Size: 10,000 |
Advance Auto Parts |
95.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
MB9D0L |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
01/08/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.38 |
| Parity: |
-3.43 |
| Time value: |
0.33 |
| Break-even: |
91.15 |
| Moneyness: |
0.61 |
| Premium: |
0.70 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.03 |
| Spread %: |
10.00% |
| Delta: |
0.26 |
| Theta: |
-0.01 |
| Omega: |
4.15 |
| Rho: |
0.10 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-72.48% |
| YTD |
|
|
-58.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.310 |
| 1M High / 1M Low: |
0.520 |
0.310 |
| 6M High / 6M Low: |
1.580 |
0.310 |
| High (YTD): |
21/03/2024 |
1.580 |
| Low (YTD): |
05/07/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.324 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.831 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.15% |
| Volatility 6M: |
|
121.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
