Morgan Stanley Call 2500 AZO 20.12.2024
/ DE000MB33639
Morgan Stanley Call 2500 AZO 20.1.../ DE000MB33639 /
03/09/2024 20:16:51 |
Chg.-0.27 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
6.22EUR |
-4.16% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,500.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MB3363 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,500.00 - |
Maturity: |
20/12/2024 |
Issue date: |
01/02/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.10 |
Intrinsic value: |
3.75 |
Implied volatility: |
0.86 |
Historic volatility: |
0.19 |
Parity: |
3.75 |
Time value: |
3.47 |
Break-even: |
3,222.00 |
Moneyness: |
1.15 |
Premium: |
0.12 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.73 |
Spread %: |
11.25% |
Delta: |
0.71 |
Theta: |
-2.27 |
Omega: |
2.83 |
Rho: |
3.91 |
Quote data
Open: |
6.60 |
High: |
6.60 |
Low: |
6.22 |
Previous Close: |
6.49 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.72% |
1 Month |
|
|
-5.04% |
3 Months |
|
|
+72.78% |
YTD |
|
|
+102.61% |
1 Year |
|
|
+65.43% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.92 |
6.43 |
1M High / 1M Low: |
6.94 |
5.97 |
6M High / 6M Low: |
8.14 |
3.52 |
High (YTD): |
22/03/2024 |
8.14 |
Low (YTD): |
11/01/2024 |
2.83 |
52W High: |
22/03/2024 |
8.14 |
52W Low: |
11/01/2024 |
2.83 |
Avg. price 1W: |
|
6.58 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.58 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.68 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.85 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
95.43% |
Volatility 6M: |
|
93.76% |
Volatility 1Y: |
|
105.25% |
Volatility 3Y: |
|
- |