Morgan Stanley Call 70 AAP 21.03..../  DE000MG60342  /

Stuttgart
8/2/2024  6:51:52 PM Chg.-0.012 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.155EUR -7.19% -
Bid Size: -
-
Ask Size: -
Advance Auto Parts 70.00 USD 3/21/2025 Call
 

Master data

WKN: MG6034
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 3/21/2025
Issue date: 6/17/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 28.12
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.38
Parity: -0.82
Time value: 0.20
Break-even: 66.15
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.30
Spread abs.: 0.04
Spread %: 21.34%
Delta: 0.31
Theta: -0.01
Omega: 8.80
Rho: 0.10
 

Quote data

Open: 0.168
High: 0.168
Low: 0.155
Previous Close: 0.167
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.90%
1 Month  
+16.54%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.182 0.155
1M High / 1M Low: 0.189 0.133
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.169
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -