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Morgan Stanley Call 70 AAP 21.06..../  DE000MB6VFV0  /

Stuttgart
2024-06-05  10:17:47 AM Chg.-0.011 Bid3:20:09 PM Ask3:20:09 PM Underlying Strike price Expiration date Option type
0.071EUR -13.41% 0.080
Bid Size: 5,000		 0.101
Ask Size: 5,000		 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: 65.85
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.38
Parity: -1.01
Time value: 0.09
Break-even: 70.91
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 45.50
Spread abs.: 0.02
Spread %: 28.17%
Delta: 0.19
Theta: -0.08
Omega: 12.34
Rho: 0.00
 

Quote data

Open: 0.071
High: 0.071
Low: 0.071
Previous Close: 0.082
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.47%
1 Month
  -92.68%
3 Months
  -92.02%
YTD
  -88.55%
1 Year
  -93.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.238 0.082
1M High / 1M Low: 0.920 0.082
6M High / 6M Low: 1.810 0.082
High (YTD): 2024-03-21 1.810
Low (YTD): 2024-06-04 0.082
52W High: 2024-03-21 1.810
52W Low: 2024-06-04 0.082
Avg. price 1W:   0.133
Avg. volume 1W:   0.000
Avg. price 1M:   0.592
Avg. volume 1M:   0.000
Avg. price 6M:   0.807
Avg. volume 6M:   0.000
Avg. price 1Y:   0.821
Avg. volume 1Y:   0.000
Volatility 1M:   515.67%
Volatility 6M:   266.96%
Volatility 1Y:   220.53%
Volatility 3Y:   -