OverviewChartNewsTraderScreen

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

Stuttgart
10/18/2024  10:26:37 AM Chg.+0.001 Bid3:00:32 PM Ask3:00:32 PM Underlying Strike price Expiration date Option type
0.172EUR +0.58% 0.176
Bid Size: 10,000		 0.187
Ask Size: 10,000		 Advance Auto Parts 60.00 - 3/21/2025 Call
 

Master data

WKN: MB74L5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 3/21/2025
Issue date: 6/7/2023
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.20
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.41
Parity: -2.36
Time value: 0.18
Break-even: 61.80
Moneyness: 0.61
Premium: 0.70
Premium p.a.: 2.51
Spread abs.: 0.00
Spread %: 2.27%
Delta: 0.22
Theta: -0.02
Omega: 4.47
Rho: 0.03
 

Quote data

Open: 0.172
High: 0.172
Low: 0.172
Previous Close: 0.171
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.99%
1 Month
  -1.15%
3 Months
  -84.78%
YTD
  -88.76%
1 Year
  -84.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.178 0.141
1M High / 1M Low: 0.178 0.122
6M High / 6M Low: 2.460 0.122
High (YTD): 3/21/2024 3.110
Low (YTD): 10/2/2024 0.122
52W High: 3/21/2024 3.110
52W Low: 10/2/2024 0.122
Avg. price 1W:   0.163
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   1.065
Avg. volume 6M:   0.000
Avg. price 1Y:   1.366
Avg. volume 1Y:   0.000
Volatility 1M:   174.48%
Volatility 6M:   157.61%
Volatility 1Y:   140.19%
Volatility 3Y:   -