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Morgan Stanley Call 2300 AZO 21.0.../  DE000MD7YRA9  /

EUWAX
2024-05-24  8:50:31 PM Chg.-0.08 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
4.56EUR -1.72% -
Bid Size: -		 -
Ask Size: -		 AutoZone Inc 2,300.00 - 2024-06-21 Call
 

Master data

WKN: MD7YRA
Issuer: Morgan Stanley
Currency: EUR
Underlying: AutoZone Inc
Type: Warrant
Option type: Call
Strike price: 2,300.00 -
Maturity: 2024-06-21
Issue date: 2022-09-07
Last trading day: 2024-06-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.54
Leverage: Yes

Calculated values

Fair value: 2.76
Intrinsic value: 2.69
Implied volatility: 1.15
Historic volatility: 0.19
Parity: 2.69
Time value: 1.95
Break-even: 2,764.00
Moneyness: 1.12
Premium: 0.08
Premium p.a.: 1.59
Spread abs.: 0.10
Spread %: 2.20%
Delta: 0.70
Theta: -5.23
Omega: 3.86
Rho: 1.02
 

Quote data

Open: 4.44
High: 4.61
Low: 4.44
Previous Close: 4.64
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.11%
1 Month
  -25.97%
3 Months
  -4.80%
YTD  
+38.60%
1 Year  
+28.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.67 4.48
1M High / 1M Low: 6.71 4.48
6M High / 6M Low: 8.78 2.90
High (YTD): 2024-03-22 8.78
Low (YTD): 2024-01-10 2.90
52W High: 2024-03-22 8.78
52W Low: 2023-06-08 2.57
Avg. price 1W:   4.98
Avg. volume 1W:   0.00
Avg. price 1M:   5.91
Avg. volume 1M:   27.14
Avg. price 6M:   5.55
Avg. volume 6M:   2,318.98
Avg. price 1Y:   4.59
Avg. volume 1Y:   1,226.23
Volatility 1M:   85.38%
Volatility 6M:   98.44%
Volatility 1Y:   94.95%
Volatility 3Y:   -