Morgan Stanley Call 77.5 AZN 20.06.2025
/ DE000ME3JA40
Morgan Stanley Call 77.5 AZN 20.0.../ DE000ME3JA40 /
| 24/01/2025 20:54:15 |
Chg.+0.022 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.154EUR |
+16.67% |
-
Bid Size: - |
-
Ask Size: - |
AstraZeneca PLC |
77.50 USD |
20/06/2025 |
Call |
Master data
| WKN: |
ME3JA4 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
AstraZeneca PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
13/11/2023 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-0.80 |
| Time value: |
0.15 |
| Break-even: |
75.39 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
3.36% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
11.58 |
| Rho: |
0.07 |
Quote data
| Open: |
0.147 |
| High: |
0.154 |
| Low: |
0.146 |
| Previous Close: |
0.132 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.74% |
| 1 Month |
|
|
+17.56% |
| 3 Months |
|
|
-67.92% |
| YTD |
|
|
+23.20% |
| 1 Year |
|
|
-54.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.154 |
0.097 |
| 1M High / 1M Low: |
0.154 |
0.097 |
| 6M High / 6M Low: |
1.360 |
0.097 |
| High (YTD): |
24/01/2025 |
0.154 |
| Low (YTD): |
20/01/2025 |
0.097 |
| 52W High: |
29/08/2024 |
1.360 |
| 52W Low: |
20/01/2025 |
0.097 |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.538 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.557 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
169.00% |
| Volatility 6M: |
|
154.70% |
| Volatility 1Y: |
|
145.59% |
| Volatility 3Y: |
|
- |