Morgan Stanley Call 75 AAP 20.12.2024
/ DE000MB70DP3
Morgan Stanley Call 75 AAP 20.12..../ DE000MB70DP3 /
| 2024-05-23 8:19:54 PM |
Chg.-0.040 |
Bid9:18:23 PM |
Ask9:18:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-4.49% |
0.870
Bid Size: 25,000 |
0.880
Ask Size: 25,000 |
Advance Auto Parts |
75.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB70DP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.48 |
| Parity: |
-1.01 |
| Time value: |
0.92 |
| Break-even: |
84.20 |
| Moneyness: |
0.87 |
| Premium: |
0.30 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
1.10% |
| Delta: |
0.49 |
| Theta: |
-0.03 |
| Omega: |
3.47 |
| Rho: |
0.13 |
Quote data
| Open: |
0.890 |
| High: |
0.900 |
| Low: |
0.850 |
| Previous Close: |
0.890 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.44% |
| 1 Month |
|
|
-35.61% |
| 3 Months |
|
|
+4.94% |
| YTD |
|
|
-3.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
0.890 |
| 1M High / 1M Low: |
1.320 |
0.890 |
| 6M High / 6M Low: |
2.010 |
0.430 |
| High (YTD): |
2024-03-21 |
2.010 |
| Low (YTD): |
2024-02-26 |
0.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.072 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.81% |
| Volatility 6M: |
|
137.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
