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

Stuttgart
16/07/2024  14:54:15 Chg.-0.020 Bid16/07/2024 Ask16/07/2024 Underlying Strike price Expiration date Option type
0.610EUR -3.17% 0.610
Bid Size: 5,000		 0.640
Ask Size: 5,000		 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: 8.95
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.38
Parity: -1.27
Time value: 0.64
Break-even: 76.40
Moneyness: 0.82
Premium: 0.33
Premium p.a.: 0.77
Spread abs.: 0.03
Spread %: 4.92%
Delta: 0.43
Theta: -0.03
Omega: 3.84
Rho: 0.09
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.56%
1 Month
  -4.69%
3 Months
  -53.44%
YTD
  -42.99%
1 Year
  -61.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.440
1M High / 1M Low: 0.790 0.440
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:   0.546
Avg. volume 1W:   0.000
Avg. price 1M:   0.594
Avg. volume 1M:   0.000
Avg. price 6M:   1.242
Avg. volume 6M:   0.000
Avg. price 1Y:   1.152
Avg. volume 1Y:   0.000
Volatility 1M:   174.16%
Volatility 6M:   141.62%
Volatility 1Y:   142.27%
Volatility 3Y:   -