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Morgan Stanley Call 70 AAP 17.01..../  DE000MB70DL2  /

Stuttgart
2024-06-25  8:51:31 AM Chg.+0.010 Bid2:16:11 PM Ask2:16:11 PM Underlying Strike price Expiration date Option type
0.740EUR +1.37% 0.730
Bid Size: 5,000		 0.760
Ask Size: 5,000		 Advance Auto Parts 70.00 - 2025-01-17 Call
 

Master data

WKN: MB70DL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2025-01-17
Issue date: 2023-06-06
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.90
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.38
Parity: -0.92
Time value: 0.77
Break-even: 77.70
Moneyness: 0.87
Premium: 0.28
Premium p.a.: 0.54
Spread abs.: 0.03
Spread %: 4.05%
Delta: 0.48
Theta: -0.03
Omega: 3.77
Rho: 0.12
 

Quote data

Open: 0.740
High: 0.740
Low: 0.740
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.23%
1 Month
  -33.93%
3 Months
  -66.96%
YTD
  -30.84%
1 Year
  -47.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.670
1M High / 1M Low: 1.090 0.640
6M High / 6M Low: 2.360 0.640
High (YTD): 2024-03-21 2.360
Low (YTD): 2024-06-14 0.640
52W High: 2024-03-21 2.360
52W Low: 2023-11-17 0.520
Avg. price 1W:   0.736
Avg. volume 1W:   0.000
Avg. price 1M:   0.782
Avg. volume 1M:   0.000
Avg. price 6M:   1.306
Avg. volume 6M:   0.000
Avg. price 1Y:   1.215
Avg. volume 1Y:   0.000
Volatility 1M:   223.09%
Volatility 6M:   130.55%
Volatility 1Y:   136.22%
Volatility 3Y:   -