Morgan Stanley Call 70 AAP 21.06.2024
/ DE000MB6VFV0
Morgan Stanley Call 70 AAP 21.06..../ DE000MB6VFV0 /
2024-05-23 10:09:02 AM |
Chg.0.000 |
Bid1:33:49 PM |
Ask1:33:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
0.00% |
0.550 Bid Size: 3,750 |
0.580 Ask Size: 3,750 |
Advance Auto Parts |
70.00 - |
2024-06-21 |
Call |
Master data
WKN: |
MB6VFV |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Advance Auto Parts |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-02 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.04 |
Historic volatility: |
0.48 |
Parity: |
-0.51 |
Time value: |
0.56 |
Break-even: |
75.60 |
Moneyness: |
0.93 |
Premium: |
0.17 |
Premium p.a.: |
5.84 |
Spread abs.: |
0.01 |
Spread %: |
1.82% |
Delta: |
0.46 |
Theta: |
-0.13 |
Omega: |
5.31 |
Rho: |
0.02 |
Quote data
Open: |
0.540 |
High: |
0.540 |
Low: |
0.540 |
Previous Close: |
0.540 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.77% |
1 Month |
|
|
-48.57% |
3 Months |
|
|
-5.26% |
YTD |
|
|
-12.90% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.540 |
1M High / 1M Low: |
1.050 |
0.540 |
6M High / 6M Low: |
1.810 |
0.250 |
High (YTD): |
2024-03-21 |
1.810 |
Low (YTD): |
2024-05-22 |
0.540 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.698 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.839 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.811 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.34% |
Volatility 6M: |
|
187.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |