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Morgan Stanley Call 95 AAP 20.12..../  DE000MB9D0M0  /

Stuttgart
8/6/2024  8:58:21 AM Chg.+0.014 Bid10:26:37 AM Ask10:26:37 AM Underlying Strike price Expiration date Option type
0.141EUR +11.02% 0.141
Bid Size: 10,000		 0.165
Ask Size: 10,000		 Advance Auto Parts 95.00 USD 12/20/2024 Call
 

Master data

WKN: MB9D0M
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 12/20/2024
Issue date: 8/1/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 30.37
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.38
Parity: -3.30
Time value: 0.18
Break-even: 88.52
Moneyness: 0.62
Premium: 0.65
Premium p.a.: 2.82
Spread abs.: 0.05
Spread %: 36.15%
Delta: 0.18
Theta: -0.02
Omega: 5.38
Rho: 0.03
 

Quote data

Open: 0.141
High: 0.141
Low: 0.141
Previous Close: 0.127
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.62%
1 Month  
+24.78%
3 Months
  -73.89%
YTD
  -70.63%
1 Year
  -84.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.161 0.127
1M High / 1M Low: 0.176 0.113
6M High / 6M Low: 1.120 0.109
High (YTD): 3/21/2024 1.120
Low (YTD): 7/4/2024 0.109
52W High: 3/21/2024 1.120
52W Low: 7/4/2024 0.109
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.142
Avg. volume 1M:   0.000
Avg. price 6M:   0.442
Avg. volume 6M:   0.000
Avg. price 1Y:   0.440
Avg. volume 1Y:   0.000
Volatility 1M:   183.72%
Volatility 6M:   175.42%
Volatility 1Y:   170.16%
Volatility 3Y:   -