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Morgan Stanley Call 3800 AZO 20.0.../  DE000MB8TSF6  /

Stuttgart
10/8/2024  6:54:10 PM Chg.- Bid11:17:27 AM Ask11:17:27 AM Underlying Strike price Expiration date Option type
0.680EUR - 0.740
Bid Size: 5,000		 1.190
Ask Size: 3,750		 AutoZone Inc 3,800.00 USD 6/20/2025 Call
 

Master data

WKN: MB8TSF
Issuer: Morgan Stanley
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 3,800.00 USD
Maturity: 6/20/2025
Issue date: 7/17/2023
Last trading day: 6/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 24.37
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.19
Parity: -6.36
Time value: 1.16
Break-even: 3,578.23
Moneyness: 0.82
Premium: 0.27
Premium p.a.: 0.40
Spread abs.: 0.45
Spread %: 63.38%
Delta: 0.29
Theta: -0.56
Omega: 6.99
Rho: 4.84
 

Quote data

Open: 0.630
High: 0.680
Low: 0.630
Previous Close: 0.660
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -29.90%
3 Months  
+36.00%
YTD  
+23.64%
1 Year
  -12.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.610
1M High / 1M Low: 0.970 0.450
6M High / 6M Low: 1.350 0.390
High (YTD): 3/22/2024 2.080
Low (YTD): 6/6/2024 0.390
52W High: 3/22/2024 2.080
52W Low: 6/6/2024 0.390
Avg. price 1W:   0.670
Avg. volume 1W:   0.000
Avg. price 1M:   0.742
Avg. volume 1M:   0.000
Avg. price 6M:   0.825
Avg. volume 6M:   0.000
Avg. price 1Y:   0.871
Avg. volume 1Y:   0.000
Volatility 1M:   242.06%
Volatility 6M:   200.16%
Volatility 1Y:   196.43%
Volatility 3Y:   -