Morgan Stanley Call 3800 AZO 20.06.2025
/ DE000MB8TSF6
Morgan Stanley Call 3800 AZO 20.0.../ DE000MB8TSF6 /
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: |
|
- |