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Morgan Stanley Call 75 AAP 20.12..../  DE000MB70DP3  /

Stuttgart
2024-06-20  8:33:47 PM Chg.+0.100 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.570EUR +21.28% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 75.00 - 2024-12-20 Call
 

Master data

WKN: MB70DP
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2024-12-20
Issue date: 2023-06-06
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.29
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.38
Parity: -1.52
Time value: 0.53
Break-even: 80.30
Moneyness: 0.80
Premium: 0.34
Premium p.a.: 0.80
Spread abs.: 0.06
Spread %: 12.77%
Delta: 0.38
Theta: -0.03
Omega: 4.31
Rho: 0.09
 

Quote data

Open: 0.490
High: 0.570
Low: 0.490
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.67%
1 Month
  -43.00%
3 Months
  -71.64%
YTD
  -35.23%
1 Year
  -58.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.450
1M High / 1M Low: 1.000 0.450
6M High / 6M Low: 2.010 0.450
High (YTD): 2024-03-21 2.010
Low (YTD): 2024-06-14 0.450
52W High: 2024-03-21 2.010
52W Low: 2023-11-17 0.400
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.633
Avg. volume 1M:   0.000
Avg. price 6M:   1.063
Avg. volume 6M:   0.000
Avg. price 1Y:   1.003
Avg. volume 1Y:   0.000
Volatility 1M:   245.15%
Volatility 6M:   143.20%
Volatility 1Y:   146.28%
Volatility 3Y:   -