Morgan Stanley Call 70 AZN 20.09.2024
/ DE000ME2CP41
Morgan Stanley Call 70 AZN 20.09..../ DE000ME2CP41 /
8/19/2024 8:09:41 PM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.38EUR |
- |
- Bid Size: - |
- Ask Size: - |
AstraZeneca PLC |
70.00 - |
9/20/2024 |
Call |
Master data
WKN: |
ME2CP4 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AstraZeneca PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
9/20/2024 |
Issue date: |
10/20/2023 |
Last trading day: |
8/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.75 |
Implied volatility: |
1.31 |
Historic volatility: |
0.17 |
Parity: |
0.75 |
Time value: |
0.64 |
Break-even: |
83.90 |
Moneyness: |
1.11 |
Premium: |
0.08 |
Premium p.a.: |
2.52 |
Spread abs.: |
0.01 |
Spread %: |
0.72% |
Delta: |
0.68 |
Theta: |
-0.20 |
Omega: |
3.82 |
Rho: |
0.02 |
Quote data
Open: |
1.38 |
High: |
1.38 |
Low: |
1.38 |
Previous Close: |
1.35 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+62.35% |
3 Months |
|
|
+58.62% |
YTD |
|
|
+272.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
1.43 |
0.78 |
6M High / 6M Low: |
1.43 |
0.23 |
High (YTD): |
8/15/2024 |
1.43 |
Low (YTD): |
2/13/2024 |
0.11 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
1.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.74 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.77% |
Volatility 6M: |
|
157.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |