Morgan Stanley Call 80 AAP 20.12..../  DE000MB70DS7  /

Stuttgart
28/06/2024  20:13:21 Chg.-0.020 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.300EUR -6.25% -
Bid Size: -
-
Ask Size: -
Advance Auto Parts 80.00 - 20/12/2024 Call
 

Master data

WKN: MB70DS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 20/12/2024
Issue date: 06/06/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.22
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.38
Parity: -2.14
Time value: 0.34
Break-even: 83.40
Moneyness: 0.73
Premium: 0.42
Premium p.a.: 1.09
Spread abs.: 0.03
Spread %: 9.68%
Delta: 0.29
Theta: -0.02
Omega: 4.95
Rho: 0.06
 

Quote data

Open: 0.310
High: 0.320
Low: 0.300
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.23%
1 Month
  -21.05%
3 Months
  -81.93%
YTD
  -60.00%
1 Year
  -71.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.300
1M High / 1M Low: 0.600 0.300
6M High / 6M Low: 1.750 0.300
High (YTD): 21/03/2024 1.750
Low (YTD): 28/06/2024 0.300
52W High: 21/03/2024 1.750
52W Low: 28/06/2024 0.300
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.401
Avg. volume 1M:   0.000
Avg. price 6M:   0.872
Avg. volume 6M:   0.000
Avg. price 1Y:   0.834
Avg. volume 1Y:   0.000
Volatility 1M:   213.00%
Volatility 6M:   153.77%
Volatility 1Y:   153.83%
Volatility 3Y:   -