Morgan Stanley Call 90 AAP 21.03.2025
/ DE000MB7LC87
Morgan Stanley Call 90 AAP 21.03..../ DE000MB7LC87 /
7/10/2024 6:16:02 PM |
Chg.0.000 |
Bid9:14:24 PM |
Ask9:14:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
0.00% |
0.240 Bid Size: 80,000 |
0.270 Ask Size: 80,000 |
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: |
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): |
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: |
|
0.256 |
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: |
|
- |