Morgan Stanley Call 1200 C9F 17.0.../  DE000MA2RM78  /

EUWAX
4/13/2021  9:57:27 PM Chg.- Bid8:36:56 AM Ask8:36:56 AM Underlying Strike price Expiration date Option type
3.09EUR - 3.07
Bid Size: 2,000
3.17
Ask Size: 2,000
CHIPOTLE MEX.GR. DL... 1,200.00 - 9/17/2021 Call

Master data

WKN: MA2RM7
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: 10/14/2020
Last trading day: 9/17/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.08
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.86
Implied volatility: 1.19
Historic volatility: 0.28
Parity: 0.86
Time value: 2.29
Break-even: 1,515.00
Moneyness: 1.07
Premium: 0.18
Premium p.a.: 0.47
Spread abs.: 0.06
Spread %: 1.90%
Delta: 0.57
Theta: -0.62
Omega: 2.32
Rho: 1.77
 

Quote data

Open: 3.10
High: 3.11
Low: 2.98
Previous Close: 3.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.04%
1 Month  
+16.60%
3 Months  
+19.31%
YTD  
+30.93%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.09 2.86
1M High / 1M Low: 3.09 2.30
6M High / 6M Low: 3.45 1.50
High (YTD): 2/9/2021 3.45
Low (YTD): 1/4/2021 1.96
52W High: - -
52W Low: - -
Avg. price 1W:   3.00
Avg. volume 1W:   0.00
Avg. price 1M:   2.65
Avg. volume 1M:   0.00
Avg. price 6M:   2.42
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   76.93%
Volatility 6M:   119.27%
Volatility 1Y:   -
Volatility 3Y:   -