Morgan Stanley Call 1500 C9F 17.0.../  DE000MA2ZDY0  /

EUWAX
5/10/2021  8:26:32 PM Chg.-0.32 Bid9:23:15 PM Ask9:23:15 PM Underlying Strike price Expiration date Option type
2.37EUR -11.90% 2.34
Bid Size: 2,000
2.73
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: 37.56
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.25
Parity: -32.83
Time value: 3.12
Break-even: 1,531.20
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 1.12
Spread abs.: 0.39
Spread %: 12.50%
Delta: 0.16
Theta: -0.17
Omega: 5.96
Rho: 0.55
 

Quote data

Open: 2.63
High: 2.63
Low: 2.37
Previous Close: 2.69
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.46%
1 Month
  -43.30%
3 Months
  -45.39%
YTD
  -16.25%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.36 2.58
1M High / 1M Low: 4.24 2.58
6M High / 6M Low: 4.47 1.30
High (YTD): 2/9/2021 4.47
Low (YTD): 1/18/2021 2.33
52W High: - -
52W Low: - -
Avg. price 1W:   2.86
Avg. volume 1W:   0.00
Avg. price 1M:   3.55
Avg. volume 1M:   0.00
Avg. price 6M:   3.18
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.46%
Volatility 6M:   230.48%
Volatility 1Y:   -
Volatility 3Y:   -