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

Stuttgart
7/10/2024  8:53:46 AM Chg.-0.015 Bid10:59:46 AM Ask10:59:46 AM Underlying Strike price Expiration date Option type
0.215EUR -6.52% 0.216
Bid Size: 10,000		 0.243
Ask Size: 10,000		 Advance Auto Parts 80.00 - 12/20/2024 Call
 

Master data

WKN: MB70DS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 12/20/2024
Issue date: 6/6/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.86
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.38
Parity: -2.65
Time value: 0.25
Break-even: 82.45
Moneyness: 0.67
Premium: 0.54
Premium p.a.: 1.63
Spread abs.: 0.03
Spread %: 11.87%
Delta: 0.23
Theta: -0.02
Omega: 5.05
Rho: 0.04
 

Quote data

Open: 0.215
High: 0.215
Low: 0.215
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.31%
1 Month
  -40.28%
3 Months
  -81.62%
YTD
  -71.33%
1 Year
  -81.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 0.440 0.220
6M High / 6M Low: 1.750 0.220
High (YTD): 3/21/2024 1.750
Low (YTD): 7/5/2024 0.220
52W High: 3/21/2024 1.750
52W Low: 7/5/2024 0.220
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.331
Avg. volume 1M:   0.000
Avg. price 6M:   0.844
Avg. volume 6M:   0.000
Avg. price 1Y:   0.808
Avg. volume 1Y:   0.000
Volatility 1M:   181.81%
Volatility 6M:   157.45%
Volatility 1Y:   156.03%
Volatility 3Y:   -