Morgan Stanley Call 140 MSFT 17.1.../  DE000MC5R2Q3  /

EUWAX
12/6/2021  12:48:01 PM Chg.+0.13 Bid1:45:04 PM Ask1:45:04 PM Underlying Strike price Expiration date Option type
16.15EUR +0.81% 16.16
Bid Size: 20,000
16.18
Ask Size: 20,000
Microsoft Corp 140.00 USD 12/17/2021 Call

Master data

WKN: MC5R2Q
Issuer: Morgan Stanley
Currency: EUR
Underlying: Microsoft Corp
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 12/17/2021
Issue date: 1/9/2020
Last trading day: 12/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.76
Leverage: Yes

Calculated values

Fair value: 16.19
Intrinsic value: 16.19
Implied volatility: 3.07
Historic volatility: 0.18
Parity: 16.19
Time value: 0.05
Break-even: 286.25
Moneyness: 2.31
Premium: 0.00
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.06%
Delta: 0.96
Theta: -0.37
Omega: 1.70
Rho: 0.03
 

Quote data

Open: 16.35
High: 16.35
Low: 16.15
Previous Close: 16.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.66%
1 Month
  -4.83%
3 Months  
+16.94%
YTD  
+126.19%
1 Year  
+154.33%
3 Years     -
5 Years     -
1W High / 1W Low: 17.49 16.02
1M High / 1M Low: 18.04 16.02
6M High / 6M Low: 18.04 9.36
High (YTD): 11/19/2021 18.04
Low (YTD): 1/18/2021 6.25
52W High: 11/19/2021 18.04
52W Low: 12/10/2020 6.14
Avg. price 1W:   16.84
Avg. volume 1W:   0.00
Avg. price 1M:   17.25
Avg. volume 1M:   2
Avg. price 6M:   13.53
Avg. volume 6M:   200.31
Avg. price 1Y:   10.96
Avg. volume 1Y:   104.90
Volatility 1M:   40.86%
Volatility 6M:   33.77%
Volatility 1Y:   43.26%
Volatility 3Y:   -