Morgan Stanley Call 2500 AZO 21.06.2024
/ DE000MB79566
Morgan Stanley Call 2500 AZO 21.0.../ DE000MB79566 /
| 2024-04-26 8:46:14 PM |
Chg.- |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.07EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,500.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB7956 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,500.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-04-29 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
11.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.19 |
| Parity: |
0.61 |
| Time value: |
1.68 |
| Break-even: |
2,729.00 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.20 |
| Spread %: |
9.57% |
| Delta: |
0.59 |
| Theta: |
-3.41 |
| Omega: |
6.64 |
| Rho: |
1.03 |
Quote data
| Open: |
2.04 |
| High: |
2.10 |
| Low: |
2.04 |
| Previous Close: |
1.93 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+6.70% |
| 3 Months |
|
|
+35.29% |
| YTD |
|
|
+89.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.07 |
1.93 |
| 6M High / 6M Low: |
2.07 |
0.96 |
| High (YTD): |
2024-04-26 |
2.07 |
| Low (YTD): |
2024-01-11 |
0.96 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.86% |
| Volatility 6M: |
|
88.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
