Morgan Stanley Call 1400 C9F 17.0.../  DE000MA34FT8  /

EUWAX
2/26/2021  9:23:59 PM Chg.+0.28 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
2.30EUR +13.86% 2.28
Bid Size: 7,500
2.32
Ask Size: 7,500
CHIPOTLE MEX.GR. DL... 1,400.00 - 6/17/2022 Call

Master data

WKN: MA34FT
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,400.00 -
Maturity: 6/17/2022
Issue date: 12/4/2020
Last trading day: 6/17/2022
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 5.04
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 1.00
Historic volatility: 0.40
Parity: -2.31
Time value: 2.32
Break-even: 1,632.00
Moneyness: 0.84
Premium: 0.40
Premium p.a.: 0.29
Spread abs.: 0.04
Spread %: 1.72%
Delta: 0.41
Theta: -0.17
Omega: 2.08
Rho: 3.25
 

Quote data

Open: 2.00
High: 2.30
Low: 2.00
Previous Close: 2.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.36%
1 Month
  -14.50%
3 Months     -
YTD  
+11.65%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.30 2.02
1M High / 1M Low: 2.92 2.02
6M High / 6M Low: - -
High (YTD): 2/2/2021 2.92
Low (YTD): 1/6/2021 1.81
52W High: - -
52W Low: - -
Avg. price 1W:   2.14
Avg. volume 1W:   0.00
Avg. price 1M:   2.53
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -