Morgan Stanley Call 15 XCA 17.12..../  DE000MA5MNV6  /

EUWAX
11/26/2021  9:34:04 PM Chg.-0.018 Bid10:00:18 PM Ask10:00:18 PM Underlying Strike price Expiration date Option type
0.001EUR -94.74% -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 15.00 EUR 12/17/2021 Call

Master data

WKN: MA5MNV
Issuer: Morgan Stanley
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 12/17/2021
Issue date: 3/2/2021
Last trading day: 12/17/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 280.60
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.65
Historic volatility: 0.26
Parity: -2.93
Time value: 0.04
Break-even: 15.04
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 54.95
Spread abs.: 0.04
Spread %: 97.67%
Delta: 0.06
Theta: 0.00
Omega: 16.33
Rho: 0.00
 

Quote data

Open: 0.032
High: 0.033
Low: 0.001
Previous Close: 0.019
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -95.24%
1 Month
  -98.59%
3 Months
  -98.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.021 0.001
1M High / 1M Low: 0.090 0.001
6M High / 6M Low: 0.280 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.106
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   377.68%
Volatility 6M:   246.69%
Volatility 1Y:   -
Volatility 3Y:   -