Morgan Stanley Call 80 AAP 21.06.2024
/ DE000MB7BET7
Morgan Stanley Call 80 AAP 21.06..../ DE000MB7BET7 /
| 2024-05-28 10:20:11 AM |
Chg.+0.006 |
Bid12:21:45 PM |
Ask12:21:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.088EUR |
+7.32% |
0.086
Bid Size: 3,750 |
0.105
Ask Size: 3,750 |
Advance Auto Parts |
80.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7BET |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Advance Auto Parts |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
55.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.48 |
| Parity: |
-1.59 |
| Time value: |
0.12 |
| Break-even: |
81.15 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
35.53 |
| Spread abs.: |
0.03 |
| Spread %: |
40.24% |
| Delta: |
0.17 |
| Theta: |
-0.07 |
| Omega: |
9.70 |
| Rho: |
0.01 |
Quote data
| Open: |
0.088 |
| High: |
0.088 |
| Low: |
0.088 |
| Previous Close: |
0.082 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.27% |
| 1 Month |
|
|
-47.62% |
| 3 Months |
|
|
-28.46% |
| YTD |
|
|
-3.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.121 |
0.082 |
| 1M High / 1M Low: |
0.175 |
0.082 |
| 6M High / 6M Low: |
0.310 |
0.042 |
| High (YTD): |
2024-03-28 |
0.310 |
| Low (YTD): |
2024-05-27 |
0.082 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.098 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.142 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.13% |
| Volatility 6M: |
|
171.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
