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Morgan Stanley Call 3600 AZO 20.1.../  DE000MB336B0  /

Stuttgart
7/29/2024  2:59:32 PM Chg.+0.060 Bid5:44:23 PM Ask5:44:23 PM Underlying Strike price Expiration date Option type
0.510EUR +13.33% 0.430
Bid Size: 30,000		 0.770
Ask Size: 30,000		 AutoZone Inc 3,600.00 - 12/20/2024 Call
 

Master data

WKN: MB336B
Issuer: Morgan Stanley
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,600.00 -
Maturity: 12/20/2024
Issue date: 2/1/2023
Last trading day: 12/20/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 33.90
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.19
Parity: -7.53
Time value: 0.84
Break-even: 3,684.00
Moneyness: 0.79
Premium: 0.29
Premium p.a.: 0.92
Spread abs.: 0.36
Spread %: 75.00%
Delta: 0.23
Theta: -0.81
Omega: 7.70
Rho: 2.22
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+82.14%
1 Month  
+59.38%
3 Months
  -8.93%
YTD  
+131.82%
1 Year
  -5.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.280
1M High / 1M Low: 0.450 0.080
6M High / 6M Low: 1.540 0.010
High (YTD): 3/22/2024 1.540
Low (YTD): 6/10/2024 0.010
52W High: 3/22/2024 1.540
52W Low: 6/10/2024 0.010
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.247
Avg. volume 1M:   0.000
Avg. price 6M:   0.522
Avg. volume 6M:   0.000
Avg. price 1Y:   0.493
Avg. volume 1Y:   0.000
Volatility 1M:   554.70%
Volatility 6M:   1,454.55%
Volatility 1Y:   1,044.69%
Volatility 3Y:   -