Morgan Stanley Call 75 AAP 20.12.2024
/ DE000MB70DP3
Morgan Stanley Call 75 AAP 20.12..../ DE000MB70DP3 /
2024-05-27 8:36:47 PM |
Chg.-0.030 |
Bid2024-05-27 |
Ask2024-05-27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.850EUR |
-3.41% |
0.850 Bid Size: 3,750 |
0.880 Ask Size: 3,750 |
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: |
7.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.63 |
Historic volatility: |
0.48 |
Parity: |
-1.09 |
Time value: |
0.87 |
Break-even: |
83.70 |
Moneyness: |
0.86 |
Premium: |
0.30 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.01 |
Spread %: |
1.16% |
Delta: |
0.48 |
Theta: |
-0.03 |
Omega: |
3.54 |
Rho: |
0.13 |
Quote data
Open: |
0.840 |
High: |
0.850 |
Low: |
0.840 |
Previous Close: |
0.880 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-19.05% |
1 Month |
|
|
-30.33% |
3 Months |
|
|
-7.61% |
YTD |
|
|
-3.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.050 |
0.850 |
1M High / 1M Low: |
1.280 |
0.850 |
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: |
|
0.934 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.116 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.078 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.81% |
Volatility 6M: |
|
136.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |