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Morgan Stanley Call 2500 AZO 20.1.../  DE000MB33639  /

Stuttgart
2024-07-26  8:16:59 PM Chg.+1.30 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
6.07EUR +27.25% -
Bid Size: -		 -
Ask Size: -		 AutoZone Inc 2,500.00 - 2024-12-20 Call
 

Master data

WKN: MB3363
Issuer: Morgan Stanley
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,500.00 -
Maturity: 2024-12-20
Issue date: 2023-02-01
Last trading day: 2024-12-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.35
Leverage: Yes

Calculated values

Fair value: 4.01
Intrinsic value: 3.47
Implied volatility: 0.66
Historic volatility: 0.19
Parity: 3.47
Time value: 3.07
Break-even: 3,154.00
Moneyness: 1.14
Premium: 0.11
Premium p.a.: 0.29
Spread abs.: 0.39
Spread %: 6.34%
Delta: 0.71
Theta: -1.52
Omega: 3.09
Rho: 5.47
 

Quote data

Open: 5.69
High: 6.07
Low: 5.69
Previous Close: 4.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.16%
1 Month  
+18.32%
3 Months  
+8.39%
YTD  
+97.72%
1 Year  
+70.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.07 4.77
1M High / 1M Low: 6.07 3.97
6M High / 6M Low: 8.14 3.52
High (YTD): 2024-03-22 8.14
Low (YTD): 2024-01-11 2.83
52W High: 2024-03-22 8.14
52W Low: 2024-01-11 2.83
Avg. price 1W:   5.16
Avg. volume 1W:   0.00
Avg. price 1M:   4.74
Avg. volume 1M:   0.00
Avg. price 6M:   5.30
Avg. volume 6M:   0.00
Avg. price 1Y:   4.55
Avg. volume 1Y:   0.00
Volatility 1M:   137.56%
Volatility 6M:   118.11%
Volatility 1Y:   103.11%
Volatility 3Y:   -