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

EUWAX
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:   -