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

Stuttgart
7/31/2024  8:31:47 PM Chg.+0.020 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.500EUR +4.17% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 75.00 - 1/17/2025 Call
 

Master data

WKN: MB70DQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 1/17/2025
Issue date: 6/6/2023
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.22
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.39
Parity: -1.67
Time value: 0.52
Break-even: 80.20
Moneyness: 0.78
Premium: 0.37
Premium p.a.: 0.98
Spread abs.: 0.03
Spread %: 6.12%
Delta: 0.37
Theta: -0.03
Omega: 4.18
Rho: 0.08
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.64%
1 Month  
+31.58%
3 Months
  -57.27%
YTD
  -45.65%
1 Year
  -69.14%
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): 3/21/2024 2.080
Low (YTD): 7/10/2024 0.330
52W High: 3/21/2024 2.080
52W Low: 7/10/2024 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:   -