Morgan Stanley Call 70 AAP 21.03.2025
/ DE000MB74LA0
Morgan Stanley Call 70 AAP 21.03..../ DE000MB74LA0 /
2024-07-31 8:56:52 PM |
Chg.+0.060 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
+7.69% |
- Bid Size: - |
- Ask Size: - |
Advance Auto Parts |
70.00 - |
2025-03-21 |
Call |
Master data
WKN: |
MB74LA |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
2025-03-21 |
Issue date: |
2023-06-07 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.64 |
Historic volatility: |
0.39 |
Parity: |
-1.17 |
Time value: |
0.83 |
Break-even: |
78.30 |
Moneyness: |
0.83 |
Premium: |
0.34 |
Premium p.a.: |
0.59 |
Spread abs.: |
0.03 |
Spread %: |
3.75% |
Delta: |
0.48 |
Theta: |
-0.03 |
Omega: |
3.35 |
Rho: |
0.12 |
Quote data
Open: |
0.810 |
High: |
0.840 |
Low: |
0.810 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
+12.00% |
3 Months |
|
|
-46.15% |
YTD |
|
|
-28.81% |
1 Year |
|
|
-58.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.630 |
1M High / 1M Low: |
0.860 |
0.570 |
6M High / 6M Low: |
2.500 |
0.570 |
High (YTD): |
2024-03-21 |
2.500 |
Low (YTD): |
2024-07-05 |
0.570 |
52W High: |
2024-03-21 |
2.500 |
52W Low: |
2024-07-05 |
0.570 |
Avg. price 1W: |
|
0.696 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.689 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.346 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.235 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
143.99% |
Volatility 6M: |
|
123.47% |
Volatility 1Y: |
|
125.97% |
Volatility 3Y: |
|
- |