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

EUWAX
4/9/2021  9:56:22 PM Chg.+0.08 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
1.24EUR +6.90% 1.24
Bid Size: 20,000
1.30
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: 10.08
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.87
Historic volatility: 0.29
Parity: -2.19
Time value: 1.27
Break-even: 1,627.00
Moneyness: 0.85
Premium: 0.27
Premium p.a.: 0.73
Spread abs.: 0.06
Spread %: 4.72%
Delta: 0.34
Theta: -0.37
Omega: 3.45
Rho: 1.36
 

Quote data

Open: 1.22
High: 1.25
Low: 1.19
Previous Close: 1.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.33%
1 Month  
+7.83%
3 Months  
+6.90%
YTD  
+18.10%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.24 1.04
1M High / 1M Low: 1.24 0.83
6M High / 6M Low: - -
High (YTD): 2/9/2021 1.74
Low (YTD): 3/8/2021 0.76
52W High: - -
52W Low: - -
Avg. price 1W:   1.14
Avg. volume 1W:   0.00
Avg. price 1M:   1.02
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -