Morgan Stanley Call 1200 C9F 17.0.../  DE000MA1U8D1  /

EUWAX
4/22/2021  9:37:54 PM Chg.+0.17 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
7.00EUR +2.49% 6.92
Bid Size: 2,000
7.38
Ask Size: 2,000
CHIPOTLE MEX.GR. DL... 1,200.00 - 9/17/2021 Call

Master data

WKN: MA1U8D
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,200.00 -
Maturity: 9/17/2021
Issue date: 9/8/2020
Last trading day: 9/17/2021
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 16.75
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 7.28
Implied volatility: 0.48
Historic volatility: 0.26
Parity: 7.28
Time value: 0.32
Break-even: 1,276.00
Moneyness: 1.06
Premium: 0.00
Premium p.a.: 0.01
Spread abs.: 0.71
Spread %: 9.34%
Delta: 0.34
Theta: 0.07
Omega: 5.77
Rho: 1.47
 

Quote data

Open: 6.76
High: 7.07
Low: 6.75
Previous Close: 6.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.27%
1 Month  
+14.94%
3 Months  
+14.75%
YTD  
+33.59%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 7.18 6.83
1M High / 1M Low: 7.18 6.08
6M High / 6M Low: 7.18 3.17
High (YTD): 4/19/2021 7.18
Low (YTD): 1/18/2021 4.74
52W High: - -
52W Low: - -
Avg. price 1W:   7.07
Avg. volume 1W:   0.00
Avg. price 1M:   6.70
Avg. volume 1M:   0.00
Avg. price 6M:   5.61
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   40.02%
Volatility 6M:   132.09%
Volatility 1Y:   -
Volatility 3Y:   -