Morgan Stanley Call 1400 C9F 17.0.../  DE000MA1U8K6  /

EUWAX
4/14/2021  9:34:52 PM Chg.-0.18 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
5.09EUR -3.42% 5.09
Bid Size: 2,000
5.77
Ask Size: 2,000
CHIPOTLE MEX.GR. DL... 1,400.00 - 9/17/2021 Call

Master data

WKN: MA1U8K
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,400.00 -
Maturity: 9/17/2021
Issue date: 9/8/2020
Last trading day: 9/17/2021
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 21.55
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.28
Parity: -11.36
Time value: 5.97
Break-even: 1,459.70
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 0.34
Spread abs.: 0.70
Spread %: 11.73%
Delta: 0.25
Theta: -0.09
Omega: 5.36
Rho: 1.11
 

Quote data

Open: 5.02
High: 5.24
Low: 5.02
Previous Close: 5.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.97%
1 Month  
+14.13%
3 Months  
+25.68%
YTD  
+40.61%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.35 5.14
1M High / 1M Low: 5.35 3.95
6M High / 6M Low: 5.35 1.73
High (YTD): 4/12/2021 5.35
Low (YTD): 1/18/2021 3.14
52W High: - -
52W Low: - -
Avg. price 1W:   5.25
Avg. volume 1W:   0.00
Avg. price 1M:   4.56
Avg. volume 1M:   0.00
Avg. price 6M:   3.84
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   78.30%
Volatility 6M:   226.53%
Volatility 1Y:   -
Volatility 3Y:   -