Morgan Stanley Call 70 AAP 17.01.2025
/ DE000MB70DL2
Morgan Stanley Call 70 AAP 17.01..../ DE000MB70DL2 /
14/08/2024 20:38:18 |
Chg.+0.020 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+3.92% |
- Bid Size: - |
- Ask Size: - |
Advance Auto Parts |
70.00 - |
17/01/2025 |
Call |
Master data
WKN: |
MB70DL |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
17/01/2025 |
Issue date: |
06/06/2023 |
Last trading day: |
17/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.65 |
Historic volatility: |
0.38 |
Parity: |
-1.53 |
Time value: |
0.48 |
Break-even: |
74.80 |
Moneyness: |
0.78 |
Premium: |
0.37 |
Premium p.a.: |
1.08 |
Spread abs.: |
0.03 |
Spread %: |
6.67% |
Delta: |
0.37 |
Theta: |
-0.03 |
Omega: |
4.24 |
Rho: |
0.07 |
Quote data
Open: |
0.520 |
High: |
0.530 |
Low: |
0.510 |
Previous Close: |
0.510 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.02% |
1 Month |
|
|
-15.87% |
3 Months |
|
|
-65.58% |
YTD |
|
|
-50.47% |
1 Year |
|
|
-68.82% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.460 |
1M High / 1M Low: |
0.690 |
0.460 |
6M High / 6M Low: |
2.360 |
0.440 |
High (YTD): |
21/03/2024 |
2.360 |
Low (YTD): |
10/07/2024 |
0.440 |
52W High: |
21/03/2024 |
2.360 |
52W Low: |
10/07/2024 |
0.440 |
Avg. price 1W: |
|
0.522 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.557 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.134 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.052 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
139.71% |
Volatility 6M: |
|
149.52% |
Volatility 1Y: |
|
146.60% |
Volatility 3Y: |
|
- |