Morgan Stanley Call 77.5 AZN 20.06.2025
/ DE000ME3JA40
Morgan Stanley Call 77.5 AZN 20.0.../ DE000ME3JA40 /
| 2024-05-31 6:01:22 PM |
Chg.+0.070 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+9.09% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
77.50 USD |
2025-06-20 |
Call |
Master data
| WKN: |
ME3JA4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 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: |
8.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.05 |
| Time value: |
0.79 |
| Break-even: |
79.84 |
| Moneyness: |
1.01 |
| Premium: |
0.11 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
5.33 |
| Rho: |
0.38 |
Quote data
| Open: |
0.760 |
| High: |
0.840 |
| Low: |
0.760 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.20% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+200.00% |
| YTD |
|
|
+115.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.740 |
| 1M High / 1M Low: |
0.880 |
0.700 |
| 6M High / 6M Low: |
0.880 |
0.160 |
| High (YTD): |
2024-05-24 |
0.880 |
| Low (YTD): |
2024-02-13 |
0.160 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.785 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.439 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.94% |
| Volatility 6M: |
|
134.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
