Morgan Stanley Call 3100 AZO 20.12.2024
/ DE000MB33696
Morgan Stanley Call 3100 AZO 20.1.../ DE000MB33696 /
2024-09-24 2:37:56 PM |
Chg.-0.58 |
Bid2:55:25 PM |
Ask2:55:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.66EUR |
-46.77% |
0.61 Bid Size: 1,000 |
- Ask Size: - |
AutoZone Inc |
3,100.00 - |
2024-12-20 |
Call |
Master data
WKN: |
MB3369 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,100.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-01 |
Last trading day: |
2024-12-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.18 |
Parity: |
-3.56 |
Time value: |
1.75 |
Break-even: |
3,275.00 |
Moneyness: |
0.89 |
Premium: |
0.19 |
Premium p.a.: |
1.10 |
Spread abs.: |
0.44 |
Spread %: |
33.59% |
Delta: |
0.39 |
Theta: |
-1.72 |
Omega: |
6.08 |
Rho: |
2.12 |
Quote data
Open: |
1.17 |
High: |
1.17 |
Low: |
0.66 |
Previous Close: |
1.24 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.00% |
1 Month |
|
|
-63.93% |
3 Months |
|
|
-56.29% |
YTD |
|
|
-13.16% |
1 Year |
|
|
-56.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.65 |
1.14 |
1M High / 1M Low: |
2.43 |
1.14 |
6M High / 6M Low: |
3.59 |
0.64 |
High (YTD): |
2024-03-22 |
3.85 |
Low (YTD): |
2024-01-15 |
0.63 |
52W High: |
2024-03-22 |
3.85 |
52W Low: |
2024-01-15 |
0.63 |
Avg. price 1W: |
|
1.37 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.79 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.74 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.63 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
115.12% |
Volatility 6M: |
|
197.89% |
Volatility 1Y: |
|
219.61% |
Volatility 3Y: |
|
- |