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

EUWAX
4/9/2021  9:56:22 PM Chg.+0.13 Bid9:59:21 PM Ask9:59:21 PM Underlying Strike price Expiration date Option type
3.05EUR +4.45% 3.05
Bid Size: 20,000
3.11
Ask Size: 20,000
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: 4.16
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.81
Implied volatility: 1.17
Historic volatility: 0.29
Parity: 0.81
Time value: 2.27
Break-even: 1,508.00
Moneyness: 1.07
Premium: 0.18
Premium p.a.: 0.45
Spread abs.: 0.06
Spread %: 1.95%
Delta: 0.56
Theta: -0.59
Omega: 2.33
Rho: 1.80
 

Quote data

Open: 3.04
High: 3.05
Low: 2.97
Previous Close: 2.92
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.48%
1 Month  
+12.96%
3 Months  
+22.49%
YTD  
+29.24%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.05 2.78
1M High / 1M Low: 3.05 2.30
6M High / 6M Low: - -
High (YTD): 2/9/2021 3.45
Low (YTD): 1/4/2021 1.96
52W High: - -
52W Low: - -
Avg. price 1W:   2.90
Avg. volume 1W:   0.00
Avg. price 1M:   2.61
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -