Morgan Stanley Call 2800 AZO 20.09.2024
/ DE000ME1QHB6
Morgan Stanley Call 2800 AZO 20.0.../ DE000ME1QHB6 /
| 12/07/2024 18:07:13 |
Chg.+0.24 |
Bid19:47:53 |
Ask19:47:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.79EUR |
+15.48% |
2.10
Bid Size: 30,000 |
2.42
Ask Size: 30,000 |
AutoZone Inc |
2,800.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME1QHB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,800.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
06/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.19 |
| Parity: |
0.75 |
| Time value: |
1.15 |
| Break-even: |
2,764.95 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.32 |
| Spread %: |
20.25% |
| Delta: |
0.63 |
| Theta: |
-1.10 |
| Omega: |
8.80 |
| Rho: |
2.84 |
Quote data
| Open: |
1.60 |
| High: |
1.79 |
| Low: |
1.60 |
| Previous Close: |
1.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.94% |
| 1 Month |
|
|
+31.62% |
| 3 Months |
|
|
-45.09% |
| YTD |
|
|
+44.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.55 |
1.27 |
| 1M High / 1M Low: |
2.74 |
1.25 |
| 6M High / 6M Low: |
5.08 |
0.90 |
| High (YTD): |
22/03/2024 |
5.08 |
| Low (YTD): |
03/06/2024 |
0.90 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.13% |
| Volatility 6M: |
|
202.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
