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Morgan Stanley Call 54 CCC3 21.06.../  DE000MD9RCW5  /

EUWAX
2024-05-23  3:47:57 PM Chg.-0.030 Bid7:08:02 PM Ask7:08:02 PM Underlying Strike price Expiration date Option type
0.810EUR -3.57% 0.800
Bid Size: 150,000		 0.810
Ask Size: 150,000		 COCA-COLA CO. D... 54.00 - 2024-06-21 Call
 

Master data

WKN: MD9RCW
Issuer: Morgan Stanley
Currency: EUR
Underlying: COCA-COLA CO. DL-,25
Type: Warrant
Option type: Call
Strike price: 54.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.77
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.42
Implied volatility: 0.98
Historic volatility: 0.12
Parity: 0.42
Time value: 0.44
Break-even: 62.60
Moneyness: 1.08
Premium: 0.08
Premium p.a.: 1.50
Spread abs.: 0.01
Spread %: 1.18%
Delta: 0.66
Theta: -0.10
Omega: 4.48
Rho: 0.02
 

Quote data

Open: 0.850
High: 0.850
Low: 0.810
Previous Close: 0.840
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.99%
1 Month  
+20.90%
3 Months  
+9.46%
YTD  
+37.29%
1 Year
  -15.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.810
1M High / 1M Low: 0.910 0.670
6M High / 6M Low: 0.910 0.470
High (YTD): 2024-05-13 0.910
Low (YTD): 2024-04-16 0.470
52W High: 2023-07-26 0.990
52W Low: 2023-10-09 0.310
Avg. price 1W:   0.844
Avg. volume 1W:   0.000
Avg. price 1M:   0.818
Avg. volume 1M:   68.952
Avg. price 6M:   0.660
Avg. volume 6M:   19.742
Avg. price 1Y:   0.690
Avg. volume 1Y:   9.563
Volatility 1M:   61.62%
Volatility 6M:   83.88%
Volatility 1Y:   83.74%
Volatility 3Y:   -