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

Stuttgart
08/07/2024  14:27:54 Chg.+0.010 Bid16:49:04 Ask16:49:04 Underlying Strike price Expiration date Option type
0.340EUR +3.03% 0.360
Bid Size: 80,000		 0.390
Ask Size: 80,000		 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: 14.66
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.38
Parity: -2.08
Time value: 0.37
Break-even: 78.70
Moneyness: 0.72
Premium: 0.45
Premium p.a.: 1.02
Spread abs.: 0.03
Spread %: 8.82%
Delta: 0.31
Theta: -0.02
Omega: 4.51
Rho: 0.07
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -39.29%
3 Months
  -76.55%
YTD
  -63.04%
1 Year
  -76.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.330
1M High / 1M Low: 0.610 0.330
6M High / 6M Low: 2.080 0.330
High (YTD): 21/03/2024 2.080
Low (YTD): 05/07/2024 0.330
52W High: 21/03/2024 2.080
52W Low: 05/07/2024 0.330
Avg. price 1W:   0.372
Avg. volume 1W:   0.000
Avg. price 1M:   0.491
Avg. volume 1M:   0.000
Avg. price 6M:   1.072
Avg. volume 6M:   0.000
Avg. price 1Y:   1.005
Avg. volume 1Y:   0.000
Volatility 1M:   152.30%
Volatility 6M:   123.90%
Volatility 1Y:   137.46%
Volatility 3Y:   -