Morgan Stanley Call 1400 C9F 17.0.../  DE000MA2RM94  /

EUWAX
4/15/2021  5:30:12 PM Chg.+0.08 Bid6:16:44 PM Ask6:16:44 PM Underlying Strike price Expiration date Option type
1.72EUR +4.88% 1.75
Bid Size: 20,000
1.81
Ask Size: 20,000
CHIPOTLE MEX.GR. DL... 1,400.00 - 9/17/2021 Call

Master data

WKN: MA2RM9
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: 10/14/2020
Last trading day: 9/17/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.46
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.94
Historic volatility: 0.28
Parity: -1.17
Time value: 1.72
Break-even: 1,572.00
Moneyness: 0.92
Premium: 0.23
Premium p.a.: 0.61
Spread abs.: 0.06
Spread %: 3.49%
Delta: 0.41
Theta: -0.45
Omega: 3.09
Rho: 1.53
 

Quote data

Open: 1.67
High: 1.72
Low: 1.67
Previous Close: 1.64
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.61%
1 Month  
+4.24%
3 Months  
+10.97%
YTD  
+21.99%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.79 1.64
1M High / 1M Low: 1.79 1.22
6M High / 6M Low: 2.24 0.87
High (YTD): 2/9/2021 2.24
Low (YTD): 3/8/2021 1.08
52W High: - -
52W Low: - -
Avg. price 1W:   1.72
Avg. volume 1W:   0.00
Avg. price 1M:   1.49
Avg. volume 1M:   0.00
Avg. price 6M:   1.44
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.67%
Volatility 6M:   149.75%
Volatility 1Y:   -
Volatility 3Y:   -