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Morgan Stanley Call 90 AAP 21.03..../  DE000MB7LC87  /

Stuttgart
2024-06-25  12:24:13 PM Chg.-0.010 Bid3:40:30 PM Ask3:40:30 PM Underlying Strike price Expiration date Option type
0.400EUR -2.44% 0.380
Bid Size: 80,000		 0.410
Ask Size: 80,000		 Advance Auto Parts 90.00 - 2025-03-21 Call
 

Master data

WKN: MB7LC8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2025-03-21
Issue date: 2023-06-16
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.15
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.38
Parity: -2.92
Time value: 0.43
Break-even: 94.30
Moneyness: 0.68
Premium: 0.55
Premium p.a.: 0.81
Spread abs.: 0.03
Spread %: 7.50%
Delta: 0.30
Theta: -0.02
Omega: 4.20
Rho: 0.10
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.410
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -42.86%
3 Months
  -71.83%
YTD
  -42.03%
1 Year
  -57.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.360
1M High / 1M Low: 0.640 0.330
6M High / 6M Low: 1.580 0.330
High (YTD): 2024-03-21 1.580
Low (YTD): 2024-06-14 0.330
52W High: 2024-03-21 1.580
52W Low: 2023-11-17 0.320
Avg. price 1W:   0.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.441
Avg. volume 1M:   0.000
Avg. price 6M:   0.810
Avg. volume 6M:   0.000
Avg. price 1Y:   0.766
Avg. volume 1Y:   0.000
Volatility 1M:   226.87%
Volatility 6M:   140.79%
Volatility 1Y:   141.79%
Volatility 3Y:   -