Morgan Stanley Call 3600 AZO 20.12.2024
/ DE000MB336B0
Morgan Stanley Call 3600 AZO 20.1.../ DE000MB336B0 /
29/07/2024 09:14:18 |
Chg.+0.060 |
Bid10:36:50 |
Ask10:36:50 |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
+13.33% |
0.500 Bid Size: 6,250 |
0.840 Ask Size: 3,750 |
AutoZone Inc |
3,600.00 - |
20/12/2024 |
Call |
Master data
WKN: |
MB336B |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,600.00 - |
Maturity: |
20/12/2024 |
Issue date: |
01/02/2023 |
Last trading day: |
20/12/2024 |
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): |
22/03/2024 |
1.540 |
Low (YTD): |
10/06/2024 |
0.010 |
52W High: |
22/03/2024 |
1.540 |
52W Low: |
10/06/2024 |
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: |
|
- |