Morgan Stanley Call 80 AAP 17.01..../  DE000MB70DU3  /

Stuttgart
2024-09-26  8:29:14 PM Chg.+0.001 Bid9:32:04 PM Ask9:32:04 PM Underlying Strike price Expiration date Option type
0.025EUR +4.17% 0.026
Bid Size: 125,000
0.040
Ask Size: 125,000
Advance Auto Parts 80.00 - 2025-01-17 Call
 

Master data

WKN: MB70DU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2025-01-17
Issue date: 2023-06-06
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 88.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.40
Parity: -4.44
Time value: 0.04
Break-even: 80.40
Moneyness: 0.44
Premium: 1.26
Premium p.a.: 12.92
Spread abs.: 0.02
Spread %: 60.00%
Delta: 0.07
Theta: -0.01
Omega: 5.86
Rho: 0.01
 

Quote data

Open: 0.023
High: 0.025
Low: 0.023
Previous Close: 0.024
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month
  -63.24%
3 Months
  -92.42%
YTD
  -96.84%
1 Year
  -95.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.022
1M High / 1M Low: 0.068 0.022
6M High / 6M Low: 1.730 0.022
High (YTD): 2024-03-21 1.810
Low (YTD): 2024-09-24 0.022
52W High: 2024-03-21 1.810
52W Low: 2024-09-24 0.022
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.036
Avg. volume 1M:   0.000
Avg. price 6M:   0.550
Avg. volume 6M:   0.000
Avg. price 1Y:   0.649
Avg. volume 1Y:   0.000
Volatility 1M:   119.26%
Volatility 6M:   182.43%
Volatility 1Y:   179.22%
Volatility 3Y:   -