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Morgan Stanley Call 90 AAP 21.03..../  DE000MB7LC87  /

Stuttgart
2024-07-10  6:16:02 PM Chg.0.000 Bid2024-07-10 Ask2024-07-10 Underlying Strike price Expiration date Option type
0.250EUR 0.00% 0.250
Bid Size: 80,000		 0.280
Ask Size: 80,000		 Advance Auto Parts 90.00 - 2025-03-21 Call
 

Master data

WKN: MB7LC8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-03-21
Issue date: 2023-06-16
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.83
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.38
Parity: -3.65
Time value: 0.27
Break-even: 92.70
Moneyness: 0.59
Premium: 0.73
Premium p.a.: 1.20
Spread abs.: 0.03
Spread %: 12.50%
Delta: 0.22
Theta: -0.02
Omega: 4.41
Rho: 0.06
 

Quote data

Open: 0.240
High: 0.250
Low: 0.230
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.71%
1 Month
  -32.43%
3 Months
  -75.25%
YTD
  -63.77%
1 Year
  -75.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.240
1M High / 1M Low: 0.450 0.240
6M High / 6M Low: 1.580 0.240
High (YTD): 2024-03-21 1.580
Low (YTD): 2024-07-05 0.240
52W High: 2024-03-21 1.580
52W Low: 2024-07-05 0.240
Avg. price 1W:   0.256
Avg. volume 1W:   0.000
Avg. price 1M:   0.343
Avg. volume 1M:   0.000
Avg. price 6M:   0.773
Avg. volume 6M:   0.000
Avg. price 1Y:   0.735
Avg. volume 1Y:   0.000
Volatility 1M:   189.20%
Volatility 6M:   145.74%
Volatility 1Y:   144.76%
Volatility 3Y:   -