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Morgan Stanley Call 2300 AZO 20.1.../  DE000MB33613  /

Stuttgart
2024-06-27  9:21:06 AM Chg.+0.02 Bid2:52:24 PM Ask2:52:24 PM Underlying Strike price Expiration date Option type
6.67EUR +0.30% 6.62
Bid Size: 1,000		 6.93
Ask Size: 1,000		 AutoZone Inc 2,300.00 - 2024-12-20 Call
 

Master data

WKN: MB3361
Issuer: Morgan Stanley
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,300.00 -
Maturity: 2024-12-20
Issue date: 2023-02-01
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.89
Leverage: Yes

Calculated values

Fair value: 4.93
Intrinsic value: 4.43
Implied volatility: 0.61
Historic volatility: 0.19
Parity: 4.43
Time value: 2.62
Break-even: 3,005.00
Moneyness: 1.19
Premium: 0.10
Premium p.a.: 0.21
Spread abs.: 0.31
Spread %: 4.60%
Delta: 0.75
Theta: -1.19
Omega: 2.91
Rho: 6.50
 

Quote data

Open: 6.67
High: 6.67
Low: 6.67
Previous Close: 6.65
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.99%
1 Month  
+22.84%
3 Months
  -28.59%
YTD  
+55.48%
1 Year  
+44.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.41 6.65
1M High / 1M Low: 7.41 5.04
6M High / 6M Low: 9.78 4.03
High (YTD): 2024-03-22 9.78
Low (YTD): 2024-01-11 4.03
52W High: 2024-03-22 9.78
52W Low: 2024-01-11 4.03
Avg. price 1W:   7.04
Avg. volume 1W:   0.00
Avg. price 1M:   5.93
Avg. volume 1M:   0.00
Avg. price 6M:   6.59
Avg. volume 6M:   0.00
Avg. price 1Y:   5.81
Avg. volume 1Y:   0.00
Volatility 1M:   84.91%
Volatility 6M:   91.02%
Volatility 1Y:   80.30%
Volatility 3Y:   -