Morgan Stanley Call 1200 C9F 17.0.../  DE000MA34FS0  /

EUWAX
3/2/2021  9:49:13 PM Chg.-0.06 Bid9:59:40 PM Ask9:59:40 PM Underlying Strike price Expiration date Option type
3.37EUR -1.75% 3.36
Bid Size: 7,500
3.40
Ask Size: 7,500
CHIPOTLE MEX.GR. DL... 1,200.00 - 6/17/2022 Call

Master data

WKN: MA34FS
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,200.00 -
Maturity: 6/17/2022
Issue date: 12/4/2020
Last trading day: 6/17/2022
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.53
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.32
Implied volatility: 1.08
Historic volatility: 0.40
Parity: 0.32
Time value: 3.17
Break-even: 1,549.00
Moneyness: 1.03
Premium: 0.26
Premium p.a.: 0.19
Spread abs.: 0.04
Spread %: 1.15%
Delta: 0.52
Theta: -0.19
Omega: 1.85
Rho: 3.82
 

Quote data

Open: 3.39
High: 3.48
Low: 3.36
Previous Close: 3.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.63%
1 Month
  -14.47%
3 Months     -
YTD  
+14.24%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.43 2.93
1M High / 1M Low: 3.94 2.93
6M High / 6M Low: - -
High (YTD): 2/2/2021 3.94
Low (YTD): 1/4/2021 2.60
52W High: - -
52W Low: - -
Avg. price 1W:   3.14
Avg. volume 1W:   0.00
Avg. price 1M:   3.48
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -