Morgan Stanley Call 67.5 AZN 20.06.2025
/ DE000ME3YNR0
Morgan Stanley Call 67.5 AZN 20.0.../ DE000ME3YNR0 /
| 2024-06-03 8:40:16 AM |
Chg.+0.04 |
Bid9:17:57 AM |
Ask9:17:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
+2.84% |
1.41
Bid Size: 3,750 |
1.44
Ask Size: 3,750 |
AstraZeneca PLC |
67.50 USD |
2025-06-20 |
Call |
Master data
| WKN: |
ME3YNR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-21 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
0.97 |
| Time value: |
0.47 |
| Break-even: |
76.62 |
| Moneyness: |
1.16 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
4.01 |
| Rho: |
0.46 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.40% |
| 1 Month |
|
|
+9.85% |
| 3 Months |
|
|
+137.70% |
| YTD |
|
|
+93.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.46 |
1.30 |
| 1M High / 1M Low: |
1.50 |
1.28 |
| 6M High / 6M Low: |
1.50 |
0.39 |
| High (YTD): |
2024-05-24 |
1.50 |
| Low (YTD): |
2024-02-13 |
0.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
9.52 |
| Avg. price 6M: |
|
0.85 |
| Avg. volume 6M: |
|
244.35 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.49% |
| Volatility 6M: |
|
112.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
