Morgan Stanley Call 60 AAP 21.03.2025
/ DE000MB74L50
Morgan Stanley Call 60 AAP 21.03..../ DE000MB74L50 /
| 16/07/2024 10:24:43 |
Chg.-0.03 |
Bid14:32:03 |
Ask14:32:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
-2.54% |
1.17
Bid Size: 5,000 |
1.20
Ask Size: 5,000 |
Advance Auto Parts |
60.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
MB74L5 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
07/06/2023 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.38 |
| Parity: |
-0.27 |
| Time value: |
1.19 |
| Break-even: |
71.90 |
| Moneyness: |
0.95 |
| Premium: |
0.26 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.03 |
| Spread %: |
2.59% |
| Delta: |
0.59 |
| Theta: |
-0.03 |
| Omega: |
2.85 |
| Rho: |
0.15 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
-5.74% |
| 3 Months |
|
|
-41.33% |
| YTD |
|
|
-24.84% |
| 1 Year |
|
|
-47.49% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
0.91 |
| 1M High / 1M Low: |
1.43 |
0.89 |
| 6M High / 6M Low: |
3.11 |
0.89 |
| High (YTD): |
21/03/2024 |
3.11 |
| Low (YTD): |
05/07/2024 |
0.89 |
| 52W High: |
21/03/2024 |
3.11 |
| 52W Low: |
24/10/2023 |
0.85 |
| Avg. price 1W: |
|
1.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.69 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
128.07% |
| Volatility 6M: |
|
105.58% |
| Volatility 1Y: |
|
111.46% |
| Volatility 3Y: |
|
- |
