Morgan Stanley Call 85 AAP 17.01.2025
/ DE000MB70DV1
Morgan Stanley Call 85 AAP 17.01..../ DE000MB70DV1 /
16/08/2024 20:30:29 |
Chg.0.000 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Advance Auto Parts |
85.00 - |
17/01/2025 |
Call |
Master data
WKN: |
MB70DV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
17/01/2025 |
Issue date: |
06/06/2023 |
Last trading day: |
17/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.67 |
Historic volatility: |
0.38 |
Parity: |
-2.81 |
Time value: |
0.30 |
Break-even: |
88.00 |
Moneyness: |
0.67 |
Premium: |
0.55 |
Premium p.a.: |
1.82 |
Spread abs.: |
0.03 |
Spread %: |
11.11% |
Delta: |
0.25 |
Theta: |
-0.03 |
Omega: |
4.73 |
Rho: |
0.05 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.260 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.00% |
1 Month |
|
|
-16.13% |
3 Months |
|
|
-68.29% |
YTD |
|
|
-62.32% |
1 Year |
|
|
-77.59% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.211 |
1M High / 1M Low: |
0.320 |
0.211 |
6M High / 6M Low: |
1.580 |
0.203 |
High (YTD): |
21/03/2024 |
1.580 |
Low (YTD): |
10/07/2024 |
0.203 |
52W High: |
21/03/2024 |
1.580 |
52W Low: |
10/07/2024 |
0.203 |
Avg. price 1W: |
|
0.238 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.257 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.654 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.629 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
151.21% |
Volatility 6M: |
|
171.74% |
Volatility 1Y: |
|
164.27% |
Volatility 3Y: |
|
- |