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

Stuttgart
28/06/2024  20:13:20 Chg.-0.020 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.260EUR -7.14% -
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: 18.47
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.38
Parity: -2.59
Time value: 0.32
Break-even: 88.20
Moneyness: 0.70
Premium: 0.49
Premium p.a.: 1.06
Spread abs.: 0.03
Spread %: 10.34%
Delta: 0.26
Theta: -0.02
Omega: 4.87
Rho: 0.07
 

Quote data

Open: 0.270
High: 0.280
Low: 0.260
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.73%
1 Month
  -42.22%
3 Months
  -82.55%
YTD
  -62.32%
1 Year
  -75.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.260
1M High / 1M Low: 0.520 0.260
6M High / 6M Low: 1.580 0.260
High (YTD): 21/03/2024 1.580
Low (YTD): 28/06/2024 0.260
52W High: 21/03/2024 1.580
52W Low: 28/06/2024 0.260
Avg. price 1W:   0.288
Avg. volume 1W:   0.000
Avg. price 1M:   0.349
Avg. volume 1M:   0.000
Avg. price 6M:   0.778
Avg. volume 6M:   0.000
Avg. price 1Y:   0.748
Avg. volume 1Y:   0.000
Volatility 1M:   170.25%
Volatility 6M:   154.68%
Volatility 1Y:   154.20%
Volatility 3Y:   -