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

Stuttgart
05/09/2024  18:27:21 Chg.- Bid08:31:55 Ask08:31:55 Underlying Strike price Expiration date Option type
0.770EUR - 0.910
Bid Size: 3,750		 1.330
Ask Size: 2,500		 AutoZone Inc 3,800.00 USD 20/06/2025 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: 20/06/2025
Issue date: 17/07/2023
Last trading day: 20/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 20.27
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -5.72
Time value: 1.41
Break-even: 3,570.54
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 0.33
Spread abs.: 0.57
Spread %: 67.86%
Delta: 0.33
Theta: -0.55
Omega: 6.61
Rho: 6.24
 

Quote data

Open: 0.830
High: 0.840
Low: 0.770
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.10%
1 Month
  -42.54%
3 Months  
+97.44%
YTD  
+40.00%
1 Year
  -7.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.820 0.710
1M High / 1M Low: 1.340 0.710
6M High / 6M Low: 2.080 0.390
High (YTD): 22/03/2024 2.080
Low (YTD): 06/06/2024 0.390
52W High: 22/03/2024 2.080
52W Low: 06/06/2024 0.390
Avg. price 1W:   0.772
Avg. volume 1W:   0.000
Avg. price 1M:   1.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.990
Avg. volume 6M:   0.000
Avg. price 1Y:   0.876
Avg. volume 1Y:   0.000
Volatility 1M:   172.48%
Volatility 6M:   178.41%
Volatility 1Y:   187.44%
Volatility 3Y:   -