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

EUWAX
10/27/2021  9:36:19 PM Chg.- Bid8:00:04 AM Ask8:00:04 AM Underlying Strike price Expiration date Option type
0.010EUR - 0.010
Bid Size: 5,000
0.023
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: 416.59
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.30
Parity: -2.84
Time value: 0.02
Break-even: 120.22
Moneyness: 0.76
Premium: 0.31
Premium p.a.: 6.25
Spread abs.: 0.02
Spread %: 72.73%
Delta: 0.04
Theta: -0.01
Omega: 14.75
Rho: 0.00
 

Quote data

Open: 0.013
High: 0.014
Low: 0.010
Previous Close: 0.006
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+66.67%
3 Months
  -61.54%
YTD
  -93.33%
1 Year
  -87.18%
3 Years     -
5 Years     -
1W High / 1W Low: 0.011 0.006
1M High / 1M Low: 0.014 0.002
6M High / 6M Low: 0.141 0.002
High (YTD): 3/12/2021 0.207
Low (YTD): 10/13/2021 0.002
52W High: 12/4/2020 0.220
52W Low: 10/13/2021 0.002
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.047
Avg. volume 6M:   0.000
Avg. price 1Y:   0.093
Avg. volume 1Y:   0.000
Volatility 1M:   1,500.33%
Volatility 6M:   654.16%
Volatility 1Y:   485.91%
Volatility 3Y:   -