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: |
|
- |