Morgan Stanley Call 1500 C9F 17.09.2021
/ DE000MA2ZDY0
Morgan Stanley Call 1500 C9F 17.0.../ DE000MA2ZDY0 /
| 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: |
|
- |