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

Stuttgart
8/5/2024  8:38:39 AM Chg.-0.020 Bid8:41:06 AM Ask8:41:06 AM Underlying Strike price Expiration date Option type
0.550EUR -3.51% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 70.00 - 1/17/2025 Call
 

Master data

WKN: MB70DL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 1/17/2025
Issue date: 6/6/2023
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.02
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.38
Parity: -1.40
Time value: 0.62
Break-even: 76.20
Moneyness: 0.80
Premium: 0.36
Premium p.a.: 0.96
Spread abs.: 0.03
Spread %: 5.08%
Delta: 0.42
Theta: -0.03
Omega: 3.77
Rho: 0.08
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.570
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+25.00%
3 Months
  -65.19%
YTD
  -48.60%
1 Year
  -68.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.550
1M High / 1M Low: 0.690 0.440
6M High / 6M Low: 2.360 0.440
High (YTD): 3/21/2024 2.360
Low (YTD): 7/10/2024 0.440
52W High: 3/21/2024 2.360
52W Low: 7/10/2024 0.440
Avg. price 1W:   0.592
Avg. volume 1W:   0.000
Avg. price 1M:   0.556
Avg. volume 1M:   0.000
Avg. price 6M:   1.174
Avg. volume 6M:   0.000
Avg. price 1Y:   1.085
Avg. volume 1Y:   0.000
Volatility 1M:   168.21%
Volatility 6M:   146.43%
Volatility 1Y:   145.32%
Volatility 3Y:   -