Morgan Stanley Call 75 AZN 20.06.2025
/ DE000ME3JA32
Morgan Stanley Call 75 AZN 20.06..../ DE000ME3JA32 /
| 2024-05-31 6:01:20 PM |
Chg.- |
Bid9:26:42 AM |
Ask9:26:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
- |
0.920
Bid Size: 3,750 |
0.940
Ask Size: 3,750 |
AstraZeneca PLC |
75.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
ME3JA3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.28 |
| Time value: |
0.70 |
| Break-even: |
78.93 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
4.93 |
| Rho: |
0.41 |
Quote data
| Open: |
0.890 |
| High: |
0.970 |
| Low: |
0.890 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.04% |
| 1 Month |
|
|
+14.12% |
| 3 Months |
|
|
+185.29% |
| YTD |
|
|
+106.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.870 |
| 1M High / 1M Low: |
1.020 |
0.820 |
| 6M High / 6M Low: |
1.020 |
0.200 |
| High (YTD): |
2024-05-24 |
1.020 |
| Low (YTD): |
2024-02-13 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.916 |
| Avg. volume 1M: |
|
28.571 |
| Avg. price 6M: |
|
0.523 |
| Avg. volume 6M: |
|
7.377 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.95% |
| Volatility 6M: |
|
127.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
