Morgan Stanley Call 2850 AZO 20.12.2024
/ DE000MB717X5
Morgan Stanley Call 2850 AZO 20.1.../ DE000MB717X5 /
10/4/2024 8:41:41 PM |
Chg.-0.24 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.41EUR |
-9.06% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
2,850.00 - |
12/20/2024 |
Call |
Master data
WKN: |
MB717X |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2,850.00 - |
Maturity: |
12/20/2024 |
Issue date: |
6/6/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.62 |
Historic volatility: |
0.19 |
Parity: |
-0.86 |
Time value: |
2.84 |
Break-even: |
3,134.00 |
Moneyness: |
0.97 |
Premium: |
0.13 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.45 |
Spread %: |
18.83% |
Delta: |
0.52 |
Theta: |
-2.16 |
Omega: |
5.09 |
Rho: |
2.42 |
Quote data
Open: |
2.67 |
High: |
2.86 |
Low: |
2.41 |
Previous Close: |
2.65 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-32.87% |
1 Month |
|
|
-24.92% |
3 Months |
|
|
+33.89% |
YTD |
|
|
+61.75% |
1 Year |
|
|
+7.11% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.56 |
2.41 |
1M High / 1M Low: |
3.59 |
2.13 |
6M High / 6M Low: |
4.24 |
1.47 |
High (YTD): |
3/22/2024 |
5.49 |
Low (YTD): |
1/11/2024 |
1.29 |
52W High: |
3/22/2024 |
5.49 |
52W Low: |
1/11/2024 |
1.29 |
Avg. price 1W: |
|
2.93 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.99 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.92 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.79 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
245.22% |
Volatility 6M: |
|
175.14% |
Volatility 1Y: |
|
167.76% |
Volatility 3Y: |
|
- |