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

Stuttgart
2024-07-31  8:31:46 PM Chg.+0.020 Bid8:33:03 PM Ask8:33:03 PM Underlying Strike price Expiration date Option type
0.640EUR +3.23% 0.650
Bid Size: 80,000		 0.680
Ask Size: 80,000		 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: 8.71
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.39
Parity: -1.17
Time value: 0.67
Break-even: 76.70
Moneyness: 0.83
Premium: 0.31
Premium p.a.: 0.80
Spread abs.: 0.03
Spread %: 4.69%
Delta: 0.44
Theta: -0.03
Omega: 3.84
Rho: 0.09
 

Quote data

Open: 0.650
High: 0.650
Low: 0.640
Previous Close: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+10.34%
3 Months
  -54.29%
YTD
  -40.19%
1 Year
  -65.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.480
1M High / 1M Low: 0.690 0.440
6M High / 6M Low: 2.360 0.440
High (YTD): 2024-03-21 2.360
Low (YTD): 2024-07-10 0.440
52W High: 2024-03-21 2.360
52W Low: 2024-07-10 0.440
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.541
Avg. volume 1M:   0.000
Avg. price 6M:   1.192
Avg. volume 6M:   0.000
Avg. price 1Y:   1.105
Avg. volume 1Y:   0.000
Volatility 1M:   168.10%
Volatility 6M:   146.74%
Volatility 1Y:   144.55%
Volatility 3Y:   -