Morgan Stanley Call 1500 C9F 17.0.../  DE000MA2RMA8  /

EUWAX
4/14/2021  5:31:12 PM Chg.-0.09 Bid6:34:46 PM Ask6:34:46 PM Underlying Strike price Expiration date Option type
1.18EUR -7.09% 1.22
Bid Size: 20,000
1.28
Ask Size: 20,000
CHIPOTLE MEX.GR. DL... 1,500.00 - 9/17/2021 Call

Master data

WKN: MA2RMA
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,500.00 -
Maturity: 9/17/2021
Issue date: 10/14/2020
Last trading day: 9/17/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 9.67
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.28
Parity: -2.14
Time value: 1.33
Break-even: 1,633.00
Moneyness: 0.86
Premium: 0.27
Premium p.a.: 0.75
Spread abs.: 0.06
Spread %: 4.51%
Delta: 0.35
Theta: -0.40
Omega: 3.40
Rho: 1.36
 

Quote data

Open: 1.24
High: 1.27
Low: 1.18
Previous Close: 1.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.31%
1 Month  
+6.31%
3 Months
  -3.28%
YTD  
+12.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.27 1.11
1M High / 1M Low: 1.27 0.83
6M High / 6M Low: 1.74 0.61
High (YTD): 2/9/2021 1.74
Low (YTD): 3/8/2021 0.76
52W High: - -
52W Low: - -
Avg. price 1W:   1.21
Avg. volume 1W:   0.00
Avg. price 1M:   1.03
Avg. volume 1M:   0.00
Avg. price 6M:   1.08
Avg. volume 6M:   9.27
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.53%
Volatility 6M:   164.41%
Volatility 1Y:   -
Volatility 3Y:   -