Morgan Stanley Call 2300 AZO 20.12.2024
/ DE000MB33613
Morgan Stanley Call 2300 AZO 20.1.../ DE000MB33613 /
05/07/2024 20:08:30 |
Chg.-0.09 |
Bid22:00:01 |
Ask22:00:01 |
Underlying |
Strike price |
Expiration date |
Option type |
5.53EUR |
-1.60% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,300.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MB3361 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,300.00 - |
Maturity: |
20/12/2024 |
Issue date: |
01/02/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.57 |
Intrinsic value: |
2.97 |
Implied volatility: |
0.61 |
Historic volatility: |
0.19 |
Parity: |
2.97 |
Time value: |
2.87 |
Break-even: |
2,884.00 |
Moneyness: |
1.13 |
Premium: |
0.11 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.32 |
Spread %: |
5.80% |
Delta: |
0.71 |
Theta: |
-1.22 |
Omega: |
3.14 |
Rho: |
5.72 |
Quote data
Open: |
5.75 |
High: |
5.75 |
Low: |
5.53 |
Previous Close: |
5.62 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.80% |
1 Month |
|
|
+9.72% |
3 Months |
|
|
-35.70% |
YTD |
|
|
+28.90% |
1 Year |
|
|
+10.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.82 |
5.53 |
1M High / 1M Low: |
7.41 |
5.04 |
6M High / 6M Low: |
9.78 |
4.03 |
High (YTD): |
22/03/2024 |
9.78 |
Low (YTD): |
11/01/2024 |
4.03 |
52W High: |
22/03/2024 |
9.78 |
52W Low: |
11/01/2024 |
4.03 |
Avg. price 1W: |
|
5.95 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.25 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.69 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
5.85 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
92.94% |
Volatility 6M: |
|
92.89% |
Volatility 1Y: |
|
80.87% |
Volatility 3Y: |
|
- |