Morgan Stanley Call 3100 AZO 20.12.2024
/ DE000MB33696
Morgan Stanley Call 3100 AZO 20.1.../ DE000MB33696 /
9/3/2024 2:24:38 PM |
Chg.+0.02 |
Bid7:24:18 PM |
Ask7:24:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.02EUR |
+1.00% |
1.98 Bid Size: 10,000 |
2.44 Ask Size: 10,000 |
AutoZone Inc |
3,100.00 - |
12/20/2024 |
Call |
Master data
WKN: |
MB3369 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,100.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/1/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.56 |
Historic volatility: |
0.19 |
Parity: |
-2.25 |
Time value: |
2.71 |
Break-even: |
3,371.00 |
Moneyness: |
0.93 |
Premium: |
0.17 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.71 |
Spread %: |
35.50% |
Delta: |
0.48 |
Theta: |
-1.72 |
Omega: |
5.05 |
Rho: |
3.24 |
Quote data
Open: |
2.10 |
High: |
2.10 |
Low: |
2.02 |
Previous Close: |
2.00 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.48% |
1 Month |
|
|
-13.68% |
3 Months |
|
|
+192.75% |
YTD |
|
|
+165.79% |
1 Year |
|
|
+46.38% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.43 |
2.00 |
1M High / 1M Low: |
2.66 |
1.83 |
6M High / 6M Low: |
3.85 |
0.64 |
High (YTD): |
3/22/2024 |
3.85 |
Low (YTD): |
1/15/2024 |
0.63 |
52W High: |
3/22/2024 |
3.85 |
52W Low: |
1/15/2024 |
0.63 |
Avg. price 1W: |
|
2.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.26 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.91 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.62 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
188.19% |
Volatility 6M: |
|
197.24% |
Volatility 1Y: |
|
220.85% |
Volatility 3Y: |
|
- |