Morgan Stanley Call 117.5 703 16..../  DE000MD2N9J8  /

EUWAX
11/25/2022  9:50:31 PM Chg.0.000 Bid10:00:22 PM Ask10:00:22 PM Underlying Strike price Expiration date Option type
0.063EUR 0.00% -
Bid Size: -
-
Ask Size: -
ALFEN N.V. EO -,10 117.50 EUR 12/16/2022 Call

Master data

WKN: MD2N9J
Issuer: Morgan Stanley
Currency: EUR
Underlying: ALFEN N.V. EO -,10
Type: Warrant
Option type: Call
Strike price: 117.50 EUR
Maturity: 12/16/2022
Issue date: 3/15/2022
Last trading day: 12/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 52.10
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.51
Parity: -2.32
Time value: 0.18
Break-even: 119.31
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 72.20
Spread abs.: 0.12
Spread %: 65.19%
Delta: 0.22
Theta: -0.19
Omega: 11.48
Rho: 0.01
 

Quote data

Open: 0.091
High: 0.093
Low: 0.063
Previous Close: 0.063
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+530.00%
1 Month
  -87.14%
3 Months
  -93.94%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.070 0.035
1M High / 1M Low: 0.510 0.010
6M High / 6M Low: 1.430 0.010
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.195
Avg. volume 1M:   0.000
Avg. price 6M:   0.684
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,010.90%
Volatility 6M:   446.94%
Volatility 1Y:   -
Volatility 3Y:   -