Morgan Stanley Call 3600 AZO 20.06.2025
/ DE000MB7VPP9
Morgan Stanley Call 3600 AZO 20.0.../ DE000MB7VPP9 /
| 2024-07-26 6:04:45 PM |
Chg.+0.38 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
+39.58% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
3,600.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
MB7VPP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,600.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2025-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
-7.53 |
| Time value: |
1.82 |
| Break-even: |
3,782.00 |
| Moneyness: |
0.79 |
| Premium: |
0.33 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.51 |
| Spread %: |
38.93% |
| Delta: |
0.34 |
| Theta: |
-0.62 |
| Omega: |
5.26 |
| Rho: |
6.97 |
Quote data
| Open: |
1.28 |
| High: |
1.34 |
| Low: |
1.28 |
| Previous Close: |
0.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.23% |
| 1 Month |
|
|
+9.84% |
| 3 Months |
|
|
+0.75% |
| YTD |
|
|
+86.11% |
| 1 Year |
|
|
+44.09% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
0.96 |
| 1M High / 1M Low: |
1.34 |
0.70 |
| 6M High / 6M Low: |
2.69 |
0.61 |
| High (YTD): |
2024-03-22 |
2.69 |
| Low (YTD): |
2024-01-15 |
0.60 |
| 52W High: |
2024-03-22 |
2.69 |
| 52W Low: |
2024-01-15 |
0.60 |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.15 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
255.01% |
| Volatility 6M: |
|
176.07% |
| Volatility 1Y: |
|
157.48% |
| Volatility 3Y: |
|
- |
