Morgan Stanley Call 90 AAP 17.01..../  DE000MB7LC79  /

Stuttgart
09/10/2024  18:14:30 Chg.- Bid13:48:38 Ask13:48:38 Underlying Strike price Expiration date Option type
0.021EUR - 0.017
Bid Size: 5,000
0.040
Ask Size: 5,000
Advance Auto Parts 90.00 - 17/01/2025 Call
 

Master data

WKN: MB7LC7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 17/01/2025
Issue date: 16/06/2023
Last trading day: 17/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 87.83
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.99
Historic volatility: 0.41
Parity: -5.49
Time value: 0.04
Break-even: 90.40
Moneyness: 0.39
Premium: 1.57
Premium p.a.: 31.61
Spread abs.: 0.02
Spread %: 100.00%
Delta: 0.06
Theta: -0.01
Omega: 5.38
Rho: 0.00
 

Quote data

Open: 0.020
High: 0.021
Low: 0.020
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month
  -30.00%
3 Months
  -87.27%
YTD
  -96.44%
1 Year
  -93.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.021
1M High / 1M Low: 0.030 0.019
6M High / 6M Low: 0.900 0.019
High (YTD): 21/03/2024 1.410
Low (YTD): 24/09/2024 0.019
52W High: 21/03/2024 1.410
52W Low: 24/09/2024 0.019
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.297
Avg. volume 6M:   0.000
Avg. price 1Y:   0.449
Avg. volume 1Y:   0.000
Volatility 1M:   152.94%
Volatility 6M:   188.83%
Volatility 1Y:   181.83%
Volatility 3Y:   -