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Morgan Stanley Call 75 AAP 17.01..../  DE000MB70DQ1  /

Stuttgart
01/08/2024  20:20:58 Chg.-0.060 Bid22:00:16 Ask22:00:16 Underlying Strike price Expiration date Option type
0.440EUR -12.00% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 75.00 - 17/01/2025 Call
 

Master data

WKN: MB70DQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 17/01/2025
Issue date: 06/06/2023
Last trading day: 17/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.04
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.38
Parity: -1.65
Time value: 0.53
Break-even: 80.30
Moneyness: 0.78
Premium: 0.37
Premium p.a.: 0.98
Spread abs.: 0.03
Spread %: 6.00%
Delta: 0.38
Theta: -0.03
Omega: 4.15
Rho: 0.08
 

Quote data

Open: 0.500
High: 0.500
Low: 0.440
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+15.79%
3 Months
  -62.39%
YTD
  -52.17%
1 Year
  -72.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.410
1M High / 1M Low: 0.530 0.330
6M High / 6M Low: 2.080 0.330
High (YTD): 21/03/2024 2.080
Low (YTD): 10/07/2024 0.330
52W High: 21/03/2024 2.080
52W Low: 10/07/2024 0.330
Avg. price 1W:   0.450
Avg. volume 1W:   0.000
Avg. price 1M:   0.417
Avg. volume 1M:   0.000
Avg. price 6M:   0.997
Avg. volume 6M:   0.000
Avg. price 1Y:   0.934
Avg. volume 1Y:   0.000
Volatility 1M:   173.88%
Volatility 6M:   139.63%
Volatility 1Y:   144.41%
Volatility 3Y:   -