Morgan Stanley Call 2750 AZO 20.09.2024
/ DE000ME2FJ79
Morgan Stanley Call 2750 AZO 20.0.../ DE000ME2FJ79 /
2024-07-05 9:27:11 PM |
Chg.-0.02 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.15EUR |
-1.71% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,750.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME2FJ7 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,750.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-23 |
Last trading day: |
2024-09-20 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
20.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.34 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.18 |
Historic volatility: |
0.19 |
Parity: |
0.60 |
Time value: |
0.69 |
Break-even: |
2,666.03 |
Moneyness: |
1.02 |
Premium: |
0.03 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.13 |
Spread %: |
11.21% |
Delta: |
0.66 |
Theta: |
-0.67 |
Omega: |
13.33 |
Rho: |
3.31 |
Quote data
Open: |
1.23 |
High: |
1.23 |
Low: |
1.10 |
Previous Close: |
1.17 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.74% |
1 Month |
|
|
+5.50% |
3 Months |
|
|
-27.22% |
YTD |
|
|
+66.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.29 |
1.15 |
1M High / 1M Low: |
1.83 |
1.05 |
6M High / 6M Low: |
1.83 |
0.54 |
High (YTD): |
2024-06-20 |
1.83 |
Low (YTD): |
2024-01-15 |
0.54 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.20 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.42 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.33 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.71% |
Volatility 6M: |
|
135.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |