OverviewChartNewsTraderScreen

Morgan Stanley Call 85 AAP 17.01..../  DE000MB70DV1  /

Stuttgart
8/14/2024  8:38:18 PM Chg.+0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.240EUR +4.35% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 85.00 - 1/17/2025 Call
 

Master data

WKN: MB70DV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 1/17/2025
Issue date: 6/6/2023
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.05
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.38
Parity: -3.03
Time value: 0.26
Break-even: 87.60
Moneyness: 0.64
Premium: 0.60
Premium p.a.: 2.00
Spread abs.: 0.03
Spread %: 13.04%
Delta: 0.23
Theta: -0.02
Omega: 4.79
Rho: 0.04
 

Quote data

Open: 0.230
High: 0.240
Low: 0.230
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.35%
1 Month
  -22.58%
3 Months
  -71.76%
YTD
  -65.22%
1 Year
  -80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.211
1M High / 1M Low: 0.320 0.211
6M High / 6M Low: 1.580 0.203
High (YTD): 3/21/2024 1.580
Low (YTD): 7/10/2024 0.203
52W High: 3/21/2024 1.580
52W Low: 7/10/2024 0.203
Avg. price 1W:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.259
Avg. volume 1M:   0.000
Avg. price 6M:   0.661
Avg. volume 6M:   0.000
Avg. price 1Y:   0.636
Avg. volume 1Y:   0.000
Volatility 1M:   153.04%
Volatility 6M:   171.26%
Volatility 1Y:   164.03%
Volatility 3Y:   -