Morgan Stanley Call 70 AAP 21.06.2024
/ DE000MB78AV0
Morgan Stanley Call 70 AAP 21.06..../ DE000MB78AV0 /
| 2024-05-23 11:15:44 AM |
Chg.0.000 |
Bid1:09:03 PM |
Ask1:09:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.205EUR |
0.00% |
0.208
Bid Size: 3,750 |
0.226
Ask Size: 3,750 |
Advance Auto Parts |
70.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB78AV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
28.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.48 |
| Parity: |
-0.51 |
| Time value: |
0.22 |
| Break-even: |
72.24 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
2.86 |
| Spread abs.: |
0.02 |
| Spread %: |
8.74% |
| Delta: |
0.35 |
| Theta: |
-0.07 |
| Omega: |
10.19 |
| Rho: |
0.02 |
Quote data
| Open: |
0.205 |
| High: |
0.205 |
| Low: |
0.205 |
| Previous Close: |
0.205 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.07% |
| 1 Month |
|
|
-33.87% |
| 3 Months |
|
|
+34.87% |
| YTD |
|
|
+42.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.205 |
| 1M High / 1M Low: |
0.310 |
0.205 |
| 6M High / 6M Low: |
0.400 |
0.073 |
| High (YTD): |
2024-03-28 |
0.400 |
| Low (YTD): |
2024-01-04 |
0.137 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.243 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.219 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.93% |
| Volatility 6M: |
|
134.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
