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

Stuttgart
7/10/2024  8:28:24 PM Chg.-0.005 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.203EUR -2.40% -
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: 24.34
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.38
Parity: -3.15
Time value: 0.22
Break-even: 87.20
Moneyness: 0.63
Premium: 0.63
Premium p.a.: 1.54
Spread abs.: 0.03
Spread %: 13.40%
Delta: 0.21
Theta: -0.02
Omega: 5.01
Rho: 0.05
 

Quote data

Open: 0.191
High: 0.203
Low: 0.191
Previous Close: 0.208
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month
  -36.56%
3 Months
  -77.19%
YTD
  -70.58%
1 Year
  -81.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.222 0.203
1M High / 1M Low: 0.380 0.203
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:   0.209
Avg. volume 1W:   0.000
Avg. price 1M:   0.284
Avg. volume 1M:   0.000
Avg. price 6M:   0.748
Avg. volume 6M:   0.000
Avg. price 1Y:   0.722
Avg. volume 1Y:   0.000
Volatility 1M:   169.34%
Volatility 6M:   156.97%
Volatility 1Y:   155.93%
Volatility 3Y:   -