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Morgan Stanley Call 60 AAP 21.03..../  DE000MB74L50  /

Stuttgart
2024-09-06  8:38:16 PM Chg.+0.002 Bid10:05:01 PM Ask10:05:01 PM Underlying Strike price Expiration date Option type
0.147EUR +1.38% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 60.00 - 2025-03-21 Call
 

Master data

WKN: MB74L5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-03-21
Issue date: 2023-06-07
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.56
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.41
Parity: -2.41
Time value: 0.16
Break-even: 61.59
Moneyness: 0.60
Premium: 0.72
Premium p.a.: 1.75
Spread abs.: 0.01
Spread %: 6.71%
Delta: 0.21
Theta: -0.01
Omega: 4.65
Rho: 0.03
 

Quote data

Open: 0.144
High: 0.148
Low: 0.144
Previous Close: 0.145
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.57%
1 Month
  -85.15%
3 Months
  -88.78%
YTD
  -90.39%
1 Year
  -91.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.145
1M High / 1M Low: 1.160 0.145
6M High / 6M Low: 3.110 0.145
High (YTD): 2024-03-21 3.110
Low (YTD): 2024-09-05 0.145
52W High: 2024-03-21 3.110
52W Low: 2024-09-05 0.145
Avg. price 1W:   0.175
Avg. volume 1W:   0.000
Avg. price 1M:   0.667
Avg. volume 1M:   0.000
Avg. price 6M:   1.598
Avg. volume 6M:   0.000
Avg. price 1Y:   1.491
Avg. volume 1Y:   0.000
Volatility 1M:   239.15%
Volatility 6M:   145.00%
Volatility 1Y:   133.39%
Volatility 3Y:   -