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

Stuttgart
9/17/2024  2:28:37 PM Chg.-0.004 Bid5:49:38 PM Ask5:49:38 PM Underlying Strike price Expiration date Option type
0.036EUR -10.00% 0.038
Bid Size: 100,000		 0.047
Ask Size: 100,000		 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: 75.44
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.40
Parity: -3.30
Time value: 0.05
Break-even: 70.49
Moneyness: 0.53
Premium: 0.91
Premium p.a.: 5.90
Spread abs.: 0.01
Spread %: 22.50%
Delta: 0.08
Theta: -0.01
Omega: 6.38
Rho: 0.01
 

Quote data

Open: 0.035
High: 0.036
Low: 0.035
Previous Close: 0.040
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.28%
1 Month
  -93.90%
3 Months
  -95.07%
YTD
  -96.64%
1 Year
  -96.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.040
1M High / 1M Low: 0.530 0.040
6M High / 6M Low: 2.360 0.040
High (YTD): 3/21/2024 2.360
Low (YTD): 9/16/2024 0.040
52W High: 3/21/2024 2.360
52W Low: 9/16/2024 0.040
Avg. price 1W:   0.043
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.927
Avg. volume 6M:   0.000
Avg. price 1Y:   0.947
Avg. volume 1Y:   0.000
Volatility 1M:   251.03%
Volatility 6M:   173.03%
Volatility 1Y:   162.95%
Volatility 3Y:   -