Morgan Stanley Call 2700 AZO
/ DE000MB79CC4
Morgan Stanley Call 2700 AZO/ DE000MB79CC4 /
| 2024-05-31 5:47:39 PM |
Chg.- |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AutoZone Inc |
2,700.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
MB79CC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AutoZone Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
2,700.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-03 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
28.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
1.08 |
| Historic volatility: |
0.19 |
| Parity: |
0.62 |
| Time value: |
0.36 |
| Break-even: |
2,798.00 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.12 |
| Spread %: |
13.95% |
| Delta: |
0.67 |
| Theta: |
-28.57 |
| Omega: |
18.82 |
| Rho: |
0.05 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.790 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-47.68% |
| 3 Months |
|
|
-57.75% |
| YTD |
|
|
+23.44% |
| 1 Year |
|
|
-4.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.510 |
0.610 |
| 6M High / 6M Low: |
1.870 |
0.480 |
| High (YTD): |
2024-05-07 |
1.870 |
| Low (YTD): |
2024-01-15 |
0.480 |
| 52W High: |
2024-05-07 |
1.870 |
| 52W Low: |
2024-01-15 |
0.480 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.979 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.335 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.066 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
343.75% |
| Volatility 6M: |
|
178.16% |
| Volatility 1Y: |
|
149.18% |
| Volatility 3Y: |
|
- |
