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

Stuttgart
8/2/2024  9:23:22 PM Chg.+0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.310EUR +3.33% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 90.00 - 3/21/2025 Call
 

Master data

WKN: MB7LC8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 3/21/2025
Issue date: 6/16/2023
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.99
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.38
Parity: -3.40
Time value: 0.35
Break-even: 93.50
Moneyness: 0.62
Premium: 0.67
Premium p.a.: 1.26
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.26
Theta: -0.02
Omega: 4.15
Rho: 0.07
 

Quote data

Open: 0.310
High: 0.310
Low: 0.280
Previous Close: 0.300
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.33%
1 Month  
+24.00%
3 Months
  -66.67%
YTD
  -55.07%
1 Year
  -73.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.300
1M High / 1M Low: 0.380 0.240
6M High / 6M Low: 1.580 0.240
High (YTD): 3/21/2024 1.580
Low (YTD): 7/5/2024 0.240
52W High: 3/21/2024 1.580
52W Low: 7/5/2024 0.240
Avg. price 1W:   0.320
Avg. volume 1W:   0.000
Avg. price 1M:   0.301
Avg. volume 1M:   0.000
Avg. price 6M:   0.715
Avg. volume 6M:   0.000
Avg. price 1Y:   0.677
Avg. volume 1Y:   0.000
Volatility 1M:   156.65%
Volatility 6M:   155.04%
Volatility 1Y:   150.08%
Volatility 3Y:   -