Morgan Stanley Call 120 SQU 17.12.../  DE000MA21S41  /

EUWAX
12/1/2021  5:58:35 PM Chg.0.000 Bid12/1/2021 Ask12/1/2021 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 20,000
0.020
Ask Size: 20,000
VINCI S.A. INH. EO... 120.00 EUR 12/17/2021 Call

Master data

WKN: MA21S4
Issuer: Morgan Stanley
Currency: EUR
Underlying: VINCI S.A. INH. EO 2,50
Type: Warrant
Option type: Call
Strike price: 120.00 EUR
Maturity: 12/17/2021
Issue date: 10/19/2020
Last trading day: 12/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 418.30
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.24
Parity: -3.63
Time value: 0.02
Break-even: 120.20
Moneyness: 0.70
Premium: 0.44
Premium p.a.: 0.00
Spread abs.: 0.02
Spread %: 95.00%
Delta: 0.03
Theta: -0.03
Omega: 13.74
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -90.00%
3 Months
  -95.00%
YTD
  -99.33%
1 Year
  -99.50%
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.113 0.001
High (YTD): 3/12/2021 0.207
Low (YTD): 11/30/2021 0.001
52W High: 12/4/2020 0.220
52W Low: 11/30/2021 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.029
Avg. volume 6M:   0.000
Avg. price 1Y:   0.081
Avg. volume 1Y:   0.000
Volatility 1M:   302.25%
Volatility 6M:   667.87%
Volatility 1Y:   485.96%
Volatility 3Y:   -