Morgan Stanley Call 105 NEM 17.06.../  DE000MA807P1  /

EUWAX
9/17/2021  9:46:36 PM Chg.-0.050 Bid10:00:18 PM Ask10:00:18 PM Underlying Strike price Expiration date Option type
0.350EUR -12.50% -
Bid Size: -
-
Ask Size: -
NEMETSCHEK SE O.N. 105.00 - 6/17/2022 Call

Master data

WKN: MA807P
Issuer: Morgan Stanley
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 6/17/2022
Issue date: 7/15/2021
Last trading day: 6/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.16
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.33
Parity: -1.86
Time value: 0.39
Break-even: 108.90
Moneyness: 0.82
Premium: 0.26
Premium p.a.: 0.36
Spread abs.: 0.04
Spread %: 10.26%
Delta: 0.19
Theta: 0.00
Omega: 4.25
Rho: 0.09
 

Quote data

Open: 0.390
High: 0.390
Low: 0.350
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.41%
1 Month  
+45.83%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.400 0.320
1M High / 1M Low: 0.400 0.240
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.327
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   174.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -