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Morgan Stanley Call 85 AAP 17.01..../  DE000MB70DV1  /

Stuttgart
6/25/2024  8:24:09 PM Chg.-0.040 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.300EUR -11.76% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 85.00 - 1/17/2025 Call
 

Master data

WKN: MB70DV
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 1/17/2025
Issue date: 6/6/2023
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.44
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.38
Parity: -2.42
Time value: 0.37
Break-even: 88.70
Moneyness: 0.72
Premium: 0.46
Premium p.a.: 0.95
Spread abs.: 0.03
Spread %: 8.82%
Delta: 0.29
Theta: -0.02
Omega: 4.74
Rho: 0.08
 

Quote data

Open: 0.350
High: 0.350
Low: 0.300
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month
  -51.61%
3 Months
  -79.59%
YTD
  -56.52%
1 Year
  -68.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.310
1M High / 1M Low: 0.600 0.310
6M High / 6M Low: 1.580 0.310
High (YTD): 3/21/2024 1.580
Low (YTD): 6/19/2024 0.310
52W High: 3/21/2024 1.580
52W Low: 6/19/2024 0.310
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.386
Avg. volume 1M:   0.000
Avg. price 6M:   0.791
Avg. volume 6M:   0.000
Avg. price 1Y:   0.759
Avg. volume 1Y:   0.000
Volatility 1M:   264.04%
Volatility 6M:   152.77%
Volatility 1Y:   153.40%
Volatility 3Y:   -