Morgan Stanley Call 12 XCA 17.12..../  DE000MA2N2P6  /

EUWAX
12/7/2021  6:30:39 PM Chg.+0.120 Bid7:53:45 PM Ask7:53:45 PM Underlying Strike price Expiration date Option type
0.630EUR +23.53% 0.630
Bid Size: 2,000
0.640
Ask Size: 15,000
CREDIT AGRICOLE INH.... 12.00 EUR 12/17/2021 Call

Master data

WKN: MA2N2P
Issuer: Morgan Stanley
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 12/17/2021
Issue date: 10/5/2020
Last trading day: 12/17/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 21.61
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.32
Implied volatility: 0.62
Historic volatility: 0.25
Parity: 0.32
Time value: 0.25
Break-even: 12.57
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 1.11
Spread abs.: 0.06
Spread %: 10.53%
Delta: 0.56
Theta: -0.02
Omega: 12.11
Rho: 0.00
 

Quote data

Open: 0.620
High: 0.670
Low: 0.610
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+65.79%
1 Month
  -53.33%
3 Months
  -21.25%
YTD
  -5.97%
1 Year
  -14.86%
3 Years     -
5 Years     -
1W High / 1W Low: 0.590 0.340
1M High / 1M Low: 1.340 0.340
6M High / 6M Low: 1.420 0.330
High (YTD): 5/17/2021 1.460
Low (YTD): 1/29/2021 0.320
52W High: 5/17/2021 1.460
52W Low: 1/29/2021 0.320
Avg. price 1W:   0.458
Avg. volume 1W:   0.000
Avg. price 1M:   0.761
Avg. volume 1M:   0.000
Avg. price 6M:   0.831
Avg. volume 6M:   0.000
Avg. price 1Y:   0.853
Avg. volume 1Y:   57.087
Volatility 1M:   355.50%
Volatility 6M:   238.21%
Volatility 1Y:   199.40%
Volatility 3Y:   -