Morgan Stanley Call 90 AZN 20.06.2025
/ DE000ME3GY86
Morgan Stanley Call 90 AZN 20.06..../ DE000ME3GY86 /
| 2024-05-31 6:00:39 PM |
Chg.- |
Bid9:08:19 AM |
Ask9:08:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
- |
0.360
Bid Size: 3,750 |
0.380
Ask Size: 3,750 |
AstraZeneca PLC |
90.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
ME3GY8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
19.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
-1.10 |
| Time value: |
0.36 |
| Break-even: |
86.56 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
7.29 |
| Rho: |
0.24 |
Quote data
| Open: |
0.300 |
| High: |
0.360 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
+24.14% |
| 3 Months |
|
|
+249.51% |
| YTD |
|
|
+126.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.300 |
| 1M High / 1M Low: |
0.380 |
0.280 |
| 6M High / 6M Low: |
0.380 |
0.061 |
| High (YTD): |
2024-05-24 |
0.380 |
| Low (YTD): |
2024-02-13 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.324 |
| Avg. volume 1M: |
|
560.190 |
| Avg. price 6M: |
|
0.177 |
| Avg. volume 6M: |
|
96.426 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.58% |
| Volatility 6M: |
|
147.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
