Morgan Stanley Call 100 NEM 18.03.../  DE000MA66HT6  /

EUWAX
9/24/2021  9:28:15 PM Chg.0.000 Bid10:00:17 PM Ask10:00:17 PM Underlying Strike price Expiration date Option type
0.430EUR 0.00% -
Bid Size: -
-
Ask Size: -
NEMETSCHEK SE O.N. 100.00 EUR 3/18/2022 Call

Master data

WKN: MA66HT
Issuer: Morgan Stanley
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 3/18/2022
Issue date: 4/30/2021
Last trading day: 3/18/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.67
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.32
Parity: -0.95
Time value: 0.46
Break-even: 104.60
Moneyness: 0.91
Premium: 0.16
Premium p.a.: 0.35
Spread abs.: 0.02
Spread %: 4.35%
Delta: 0.25
Theta: -0.01
Omega: 4.91
Rho: 0.09
 

Quote data

Open: 0.400
High: 0.430
Low: 0.390
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.71%
1 Month  
+65.38%
3 Months  
+79.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.430 0.300
1M High / 1M Low: 0.430 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.315
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -