Morgan Stanley Call 1500 C9F 17.09.2021
/ DE000MA2ZDY0
Morgan Stanley Call 1500 C9F 17.0.../ DE000MA2ZDY0 /
| 4/20/2021 6:40:06 PM |
Chg.-0.40 |
Bid6:41:47 PM |
Ask6:41:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.84EUR |
-9.43% |
3.98
Bid Size: 2,000 |
4.57
Ask Size: 2,000 |
CHIPOTLE MEX.GR. DL... |
1,500.00 - |
9/17/2021 |
Call |
Master data
| WKN: |
MA2ZDY |
| 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: |
11/3/2020 |
| Last trading day: |
9/17/2021 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
25.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.28 |
| Parity: |
-22.53 |
| Time value: |
4.97 |
| Break-even: |
1,549.70 |
| Moneyness: |
0.85 |
| Premium: |
0.22 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.63 |
| Spread %: |
12.68% |
| Delta: |
0.21 |
| Theta: |
-0.15 |
| Omega: |
5.39 |
| Rho: |
0.90 |
Quote data
| Open: |
4.15 |
| High: |
4.21 |
| Low: |
3.84 |
| Previous Close: |
4.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.57% |
| 1 Month |
|
|
+27.57% |
| 3 Months |
|
|
+37.14% |
| YTD |
|
|
+35.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.24 |
3.94 |
| 1M High / 1M Low: |
4.24 |
3.07 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2/9/2021 |
4.47 |
| Low (YTD): |
1/18/2021 |
2.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |