Morgan Stanley Call 3400 AZO 20.0.../  DE000MB7VPN4  /

Stuttgart
2024-07-05  9:22:50 PM Chg.+0.02 Bid10:00:02 PM Ask10:00:02 PM Underlying Strike price Expiration date Option type
1.08EUR +1.89% -
Bid Size: -
-
Ask Size: -
AutoZone Inc 3,400.00 - 2025-06-20 Call
 

Master data

WKN: MB7VPN
Issuer: Morgan Stanley
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,400.00 -
Maturity: 2025-06-20
Issue date: 2023-06-26
Last trading day: 2025-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 18.42
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.19
Parity: -8.03
Time value: 1.41
Break-even: 3,541.00
Moneyness: 0.76
Premium: 0.36
Premium p.a.: 0.38
Spread abs.: 0.32
Spread %: 29.36%
Delta: 0.30
Theta: -0.50
Omega: 5.51
Rho: 6.09
 

Quote data

Open: 1.19
High: 1.19
Low: 1.06
Previous Close: 1.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.21%
1 Month  
+6.93%
3 Months
  -62.24%
YTD  
+10.20%
1 Year
  -21.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.29 1.06
1M High / 1M Low: 1.94 0.98
6M High / 6M Low: 3.51 0.86
High (YTD): 2024-03-22 3.51
Low (YTD): 2024-01-15 0.86
52W High: 2024-03-22 3.51
52W Low: 2024-01-15 0.86
Avg. price 1W:   1.18
Avg. volume 1W:   0.00
Avg. price 1M:   1.38
Avg. volume 1M:   0.00
Avg. price 6M:   1.81
Avg. volume 6M:   0.00
Avg. price 1Y:   1.56
Avg. volume 1Y:   0.00
Volatility 1M:   210.15%
Volatility 6M:   161.18%
Volatility 1Y:   139.02%
Volatility 3Y:   -