Morgan Stanley Call 3100 AZO 20.12.2024
/ DE000MB33696
Morgan Stanley Call 3100 AZO 20.1.../ DE000MB33696 /
06/09/2024 09:22:05 |
Chg.-0.01 |
Bid12:08:20 |
Ask12:08:20 |
Underlying |
Strike price |
Expiration date |
Option type |
1.80EUR |
-0.55% |
1.82 Bid Size: 2,000 |
2.24 Ask Size: 1,500 |
AutoZone Inc |
3,100.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MB3369 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,100.00 - |
Maturity: |
20/12/2024 |
Issue date: |
01/02/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.19 |
Parity: |
-2.73 |
Time value: |
2.33 |
Break-even: |
3,333.00 |
Moneyness: |
0.91 |
Premium: |
0.18 |
Premium p.a.: |
0.77 |
Spread abs.: |
0.44 |
Spread %: |
23.28% |
Delta: |
0.45 |
Theta: |
-1.64 |
Omega: |
5.41 |
Rho: |
2.95 |
Quote data
Open: |
1.80 |
High: |
1.80 |
Low: |
1.80 |
Previous Close: |
1.81 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.33% |
1 Month |
|
|
-32.33% |
3 Months |
|
|
+181.25% |
YTD |
|
|
+136.84% |
1 Year |
|
|
+18.42% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.03 |
1.74 |
1M High / 1M Low: |
2.66 |
1.74 |
6M High / 6M Low: |
3.85 |
0.64 |
High (YTD): |
22/03/2024 |
3.85 |
Low (YTD): |
15/01/2024 |
0.63 |
52W High: |
22/03/2024 |
3.85 |
52W Low: |
15/01/2024 |
0.63 |
Avg. price 1W: |
|
1.89 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.19 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.89 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.62 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
177.81% |
Volatility 6M: |
|
196.89% |
Volatility 1Y: |
|
220.10% |
Volatility 3Y: |
|
- |