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

EUWAX
3/8/2021  12:45:25 PM Chg.-0.06 Bid4:32:36 PM Ask4:34:05 PM Underlying Strike price Expiration date Option type
2.54EUR -2.31% 2.67
Bid Size: 7,500
2.73
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: 4.25
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 1.03
Historic volatility: 0.39
Parity: -0.83
Time value: 2.63
Break-even: 1,463.00
Moneyness: 0.93
Premium: 0.31
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 1.52%
Delta: 0.47
Theta: -0.16
Omega: 1.98
Rho: 3.28
 

Quote data

Open: 2.54
High: 2.54
Low: 2.53
Previous Close: 2.60
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.95%
1 Month
  -29.44%
3 Months
  -5.58%
YTD
  -13.90%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.43 2.60
1M High / 1M Low: 3.92 2.60
6M High / 6M Low: - -
High (YTD): 2/2/2021 3.94
Low (YTD): 3/5/2021 2.60
52W High: - -
52W Low: - -
Avg. price 1W:   3.01
Avg. volume 1W:   0.00
Avg. price 1M:   3.32
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -