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

Stuttgart
7/17/2024  6:49:01 PM Chg.+0.010 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.320EUR +3.23% -
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: 17.17
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.38
Parity: -2.66
Time value: 0.34
Break-even: 88.40
Moneyness: 0.69
Premium: 0.51
Premium p.a.: 1.28
Spread abs.: 0.03
Spread %: 9.68%
Delta: 0.27
Theta: -0.02
Omega: 4.64
Rho: 0.06
 

Quote data

Open: 0.300
High: 0.320
Low: 0.300
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.64%
1 Month
  -8.57%
3 Months
  -62.79%
YTD
  -53.62%
1 Year
  -70.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 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:   0.273
Avg. volume 1W:   0.000
Avg. price 1M:   0.277
Avg. volume 1M:   0.000
Avg. price 6M:   0.737
Avg. volume 6M:   0.000
Avg. price 1Y:   0.709
Avg. volume 1Y:   0.000
Volatility 1M:   193.19%
Volatility 6M:   163.87%
Volatility 1Y:   159.58%
Volatility 3Y:   -