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Morgan Stanley Call 90 AAP 17.01..../  DE000MB7LC79  /

Stuttgart
2024-06-21  5:45:36 PM Chg.+0.010 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.290EUR +3.57% -
Bid Size: -		 -
Ask Size: -		 Advance Auto Parts 90.00 - 2025-01-17 Call
 

Master data

WKN: MB7LC7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-01-17
Issue date: 2023-06-16
Last trading day: 2025-01-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 19.22
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.38
Parity: -2.85
Time value: 0.32
Break-even: 93.20
Moneyness: 0.68
Premium: 0.52
Premium p.a.: 1.07
Spread abs.: 0.03
Spread %: 10.34%
Delta: 0.25
Theta: -0.02
Omega: 4.88
Rho: 0.07
 

Quote data

Open: 0.300
High: 0.300
Low: 0.290
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.42%
1 Month
  -42.00%
3 Months
  -78.20%
YTD
  -50.85%
1 Year
  -65.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.240
1M High / 1M Low: 0.520 0.219
6M High / 6M Low: 1.410 0.219
High (YTD): 2024-03-21 1.410
Low (YTD): 2024-06-14 0.219
52W High: 2024-03-21 1.410
52W Low: 2024-06-14 0.219
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.324
Avg. volume 1M:   0.000
Avg. price 6M:   0.675
Avg. volume 6M:   0.000
Avg. price 1Y:   0.654
Avg. volume 1Y:   0.000
Volatility 1M:   258.26%
Volatility 6M:   161.86%
Volatility 1Y:   158.30%
Volatility 3Y:   -