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Morgan Stanley Call 2250 AZO 20.0.../  DE000MB7VP23  /

Stuttgart
2024-09-24  12:14:31 PM Chg.+0.01 Bid3:41:25 PM Ask3:41:25 PM Underlying Strike price Expiration date Option type
8.06EUR +0.12% 7.26
Bid Size: 6,250		 7.70
Ask Size: 7,500		 AutoZone Inc 2,250.00 - 2025-06-20 Call
 

Master data

WKN: MB7VP2
Issuer: Morgan Stanley
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,250.00 -
Maturity: 2025-06-20
Issue date: 2023-06-26
Last trading day: 2025-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.19
Leverage: Yes

Calculated values

Fair value: 5.62
Intrinsic value: 4.94
Implied volatility: 0.65
Historic volatility: 0.18
Parity: 4.94
Time value: 3.67
Break-even: 3,111.00
Moneyness: 1.22
Premium: 0.13
Premium p.a.: 0.19
Spread abs.: 0.44
Spread %: 5.39%
Delta: 0.75
Theta: -1.02
Omega: 2.39
Rho: 8.85
 

Quote data

Open: 8.06
High: 8.06
Low: 8.06
Previous Close: 8.05
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.30%
1 Month
  -9.13%
3 Months
  -3.70%
YTD  
+46.28%
1 Year  
+35.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.79 7.86
1M High / 1M Low: 9.77 7.86
6M High / 6M Low: 10.75 6.29
High (YTD): 2024-03-22 10.96
Low (YTD): 2024-01-11 5.18
52W High: 2024-03-22 10.96
52W Low: 2023-10-25 5.04
Avg. price 1W:   8.28
Avg. volume 1W:   0.00
Avg. price 1M:   8.83
Avg. volume 1M:   0.00
Avg. price 6M:   8.41
Avg. volume 6M:   0.00
Avg. price 1Y:   7.62
Avg. volume 1Y:   0.00
Volatility 1M:   48.97%
Volatility 6M:   62.60%
Volatility 1Y:   66.57%
Volatility 3Y:   -