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

EUWAX
2/24/2021  6:30:04 PM Chg.+0.20 Bid6:52:21 PM Ask6:51:27 PM Underlying Strike price Expiration date Option type
2.23EUR +9.85% 2.23
Bid Size: 7,500
2.27
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: 5.55
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.95
Historic volatility: 0.41
Parity: -2.23
Time value: 2.12
Break-even: 1,612.00
Moneyness: 0.84
Premium: 0.37
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 1.42%
Delta: 0.39
Theta: -0.14
Omega: 2.17
Rho: 3.24
 

Quote data

Open: 2.05
High: 2.23
Low: 2.03
Previous Close: 2.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.04%
1 Month
  -14.89%
3 Months     -
YTD  
+8.25%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.38 2.03
1M High / 1M Low: 2.92 2.03
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:   2.23
Avg. volume 1W:   0.00
Avg. price 1M:   2.59
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -