Morgan Stanley Put 75 AAP 20.09.2024
/ DE000ME9RX47
Morgan Stanley Put 75 AAP 20.09.2.../ DE000ME9RX47 /
| 10/07/2024 20:28:55 |
Chg.+0.02 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
+1.25% |
-
Bid Size: - |
-
Ask Size: - |
Advance Auto Parts |
75.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
ME9RX4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
07/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.38 |
| Parity: |
1.58 |
| Time value: |
0.11 |
| Break-even: |
52.45 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.81% |
| Delta: |
-0.78 |
| Theta: |
-0.02 |
| Omega: |
-2.48 |
| Rho: |
-0.12 |
Quote data
| Open: |
1.65 |
| High: |
1.65 |
| Low: |
1.62 |
| Previous Close: |
1.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.58% |
| 1 Month |
|
|
+25.58% |
| 3 Months |
|
|
+116.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.50 |
| 1M High / 1M Low: |
1.62 |
1.10 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
