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

EUWAX
4/22/2021  9:28:35 PM Chg.-0.11 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
3.60EUR -2.96% 3.51
Bid Size: 2,000
3.97
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: 26.97
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.26
Parity: -22.72
Time value: 4.72
Break-even: 1,547.20
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.62
Spread abs.: 0.59
Spread %: 12.50%
Delta: 0.20
Theta: -0.14
Omega: 5.51
Rho: 0.86
 

Quote data

Open: 3.68
High: 3.71
Low: 3.38
Previous Close: 3.71
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+12.15%
3 Months
  -5.76%
YTD  
+27.21%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.24 3.71
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:   4.05
Avg. volume 1W:   0.00
Avg. price 1M:   3.70
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.55%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -