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Morgan Stanley Call 70 AAP 17.01..../  DE000MB70DL2  /

Stuttgart
2024-06-28  8:51:42 AM Chg.0.000 Bid10:07:18 AM Ask10:07:18 AM Underlying Strike price Expiration date Option type
0.610EUR 0.00% 0.600
Bid Size: 5,000		 0.630
Ask Size: 5,000		 Advance Auto Parts 70.00 - 2025-01-17 Call
 

Master data

WKN: MB70DL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2025-01-17
Issue date: 2023-06-06
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.15
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.38
Parity: -1.14
Time value: 0.64
Break-even: 76.40
Moneyness: 0.84
Premium: 0.30
Premium p.a.: 0.61
Spread abs.: 0.03
Spread %: 4.92%
Delta: 0.44
Theta: -0.03
Omega: 3.99
Rho: 0.11
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.610
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.79%
1 Month
  -44.04%
3 Months
  -73.25%
YTD
  -42.99%
1 Year
  -58.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.570
1M High / 1M Low: 1.090 0.570
6M High / 6M Low: 2.360 0.570
High (YTD): 2024-03-21 2.360
Low (YTD): 2024-06-26 0.570
52W High: 2024-03-21 2.360
52W Low: 2023-11-17 0.520
Avg. price 1W:   0.668
Avg. volume 1W:   0.000
Avg. price 1M:   0.747
Avg. volume 1M:   0.000
Avg. price 6M:   1.292
Avg. volume 6M:   0.000
Avg. price 1Y:   1.205
Avg. volume 1Y:   0.000
Volatility 1M:   219.89%
Volatility 6M:   131.90%
Volatility 1Y:   137.03%
Volatility 3Y:   -