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

EUWAX
4/16/2021  9:44:25 PM Chg.+0.02 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
7.11EUR +0.28% 7.14
Bid Size: 2,000
7.80
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: 16.38
Leverage: Yes

Calculated values

Fair value: 2.43
Intrinsic value: 8.72
Implied volatility: 0.47
Historic volatility: 0.28
Parity: 8.72
Time value: -0.86
Break-even: 1,278.60
Moneyness: 1.07
Premium: -0.01
Premium p.a.: -0.02
Spread abs.: 0.75
Spread %: 9.54%
Delta: 0.35
Theta: 0.09
Omega: 5.71
Rho: 1.55
 

Quote data

Open: 6.92
High: 7.11
Low: 6.92
Previous Close: 7.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.14%
1 Month  
+11.79%
3 Months  
+24.08%
YTD  
+35.69%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 7.11 6.99
1M High / 1M Low: 7.11 5.89
6M High / 6M Low: 7.11 3.17
High (YTD): 4/16/2021 7.11
Low (YTD): 1/18/2021 4.74
52W High: - -
52W Low: - -
Avg. price 1W:   7.08
Avg. volume 1W:   0.00
Avg. price 1M:   6.56
Avg. volume 1M:   0.00
Avg. price 6M:   5.55
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   44.62%
Volatility 6M:   133.22%
Volatility 1Y:   -
Volatility 3Y:   -