Morgan Stanley Call 1300 C9F 17.0.../  DE000MA2RM86  /

EUWAX
4/13/2021  9:57:27 PM Chg.-0.01 Bid9:59:01 PM Ask9:59:01 PM Underlying Strike price Expiration date Option type
2.39EUR -0.42% 2.39
Bid Size: 20,000
2.45
Ask Size: 20,000
CHIPOTLE MEX.GR. DL... 1,300.00 - 9/17/2021 Call

Master data

WKN: MA2RM8
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,300.00 -
Maturity: 9/17/2021
Issue date: 10/14/2020
Last trading day: 9/17/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.16
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 1.09
Historic volatility: 0.28
Parity: -0.14
Time value: 2.49
Break-even: 1,549.00
Moneyness: 0.99
Premium: 0.20
Premium p.a.: 0.54
Spread abs.: 0.06
Spread %: 2.41%
Delta: 0.50
Theta: -0.56
Omega: 2.59
Rho: 1.70
 

Quote data

Open: 2.41
High: 2.41
Low: 2.29
Previous Close: 2.40
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.27%
1 Month  
+17.16%
3 Months  
+22.56%
YTD  
+29.19%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.40 2.11
1M High / 1M Low: 2.40 1.71
6M High / 6M Low: - -
High (YTD): 2/9/2021 2.81
Low (YTD): 3/8/2021 1.48
52W High: - -
52W Low: - -
Avg. price 1W:   2.26
Avg. volume 1W:   769.20
Avg. price 1M:   2.00
Avg. volume 1M:   202.42
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -