Morgan Stanley Call 2400 AZO 21.06.2024
/ DE000MD7YRB7
Morgan Stanley Call 2400 AZO 21.0.../ DE000MD7YRB7 /
| 2024-05-24 8:50:30 PM |
Chg.-0.06 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.57EUR |
-1.65% |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,400.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MD7YRB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,400.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
1.10 |
| Historic volatility: |
0.19 |
| Parity: |
1.75 |
| Time value: |
2.20 |
| Break-even: |
2,795.00 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
2.03 |
| Spread abs.: |
0.30 |
| Spread %: |
8.22% |
| Delta: |
0.65 |
| Theta: |
-5.40 |
| Omega: |
4.26 |
| Rho: |
0.95 |
Quote data
| Open: |
3.53 |
| High: |
3.66 |
| Low: |
3.53 |
| Previous Close: |
3.63 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.31% |
| 1 Month |
|
|
-30.81% |
| 3 Months |
|
|
-9.85% |
| YTD |
|
|
+34.72% |
| 1 Year |
|
|
+20.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.80 |
3.47 |
| 1M High / 1M Low: |
5.71 |
3.47 |
| 6M High / 6M Low: |
7.98 |
2.26 |
| High (YTD): |
2024-03-22 |
7.98 |
| Low (YTD): |
2024-01-10 |
2.26 |
| 52W High: |
2024-03-22 |
7.98 |
| 52W Low: |
2023-06-08 |
2.09 |
| Avg. price 1W: |
|
4.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.67 |
| Avg. volume 6M: |
|
3.39 |
| Avg. price 1Y: |
|
3.83 |
| Avg. volume 1Y: |
|
17.05 |
| Volatility 1M: |
|
106.75% |
| Volatility 6M: |
|
133.23% |
| Volatility 1Y: |
|
114.51% |
| Volatility 3Y: |
|
- |
