Morgan Stanley Call 90 AAP 17.01.2025
/ DE000MB7LC79
Morgan Stanley Call 90 AAP 17.01..../ DE000MB7LC79 /
9/17/2024 5:54:18 PM |
Chg.-0.004 |
Bid7:16:34 PM |
Ask7:16:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.019EUR |
-17.39% |
0.019 Bid Size: 100,000 |
0.040 Ask Size: 100,000 |
Advance Auto Parts |
90.00 - |
1/17/2025 |
Call |
Master data
WKN: |
MB7LC7 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
1/17/2025 |
Issue date: |
6/16/2023 |
Last trading day: |
1/17/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
92.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.85 |
Historic volatility: |
0.40 |
Parity: |
-5.30 |
Time value: |
0.04 |
Break-even: |
90.40 |
Moneyness: |
0.41 |
Premium: |
1.45 |
Premium p.a.: |
13.52 |
Spread abs.: |
0.02 |
Spread %: |
90.48% |
Delta: |
0.06 |
Theta: |
-0.01 |
Omega: |
5.63 |
Rho: |
0.01 |
Quote data
Open: |
0.017 |
High: |
0.019 |
Low: |
0.017 |
Previous Close: |
0.023 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.67% |
1 Month |
|
|
-91.20% |
3 Months |
|
|
-93.21% |
YTD |
|
|
-96.78% |
1 Year |
|
|
-96.20% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.030 |
0.023 |
1M High / 1M Low: |
0.187 |
0.023 |
6M High / 6M Low: |
1.410 |
0.023 |
High (YTD): |
3/21/2024 |
1.410 |
Low (YTD): |
9/16/2024 |
0.023 |
52W High: |
3/21/2024 |
1.410 |
52W Low: |
9/16/2024 |
0.023 |
Avg. price 1W: |
|
0.027 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.059 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.438 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.476 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
254.71% |
Volatility 6M: |
|
182.87% |
Volatility 1Y: |
|
179.76% |
Volatility 3Y: |
|
- |