Morgan Stanley Call 1600 C9F 17.0.../  DE000MA34FU6  /

EUWAX
3/2/2021  8:52:08 AM Chg.-0.03 Bid9:13:56 AM Ask9:13:56 AM Underlying Strike price Expiration date Option type
1.61EUR -1.83% 1.62
Bid Size: 1,000
1.72
Ask Size: 1,000
CHIPOTLE MEX.GR. DL... 1,600.00 - 6/17/2022 Call

Master data

WKN: MA34FU
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,600.00 -
Maturity: 6/17/2022
Issue date: 12/4/2020
Last trading day: 6/17/2022
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.25
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.89
Historic volatility: 0.40
Parity: -3.68
Time value: 1.70
Break-even: 1,770.00
Moneyness: 0.77
Premium: 0.44
Premium p.a.: 0.32
Spread abs.: 0.04
Spread %: 2.35%
Delta: 0.33
Theta: -0.13
Omega: 2.37
Rho: 3.02
 

Quote data

Open: 1.61
High: 1.61
Low: 1.61
Previous Close: 1.64
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.26%
1 Month
  -23.33%
3 Months     -
YTD  
+14.18%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.64 1.35
1M High / 1M Low: 2.10 1.35
6M High / 6M Low: - -
High (YTD): 2/2/2021 2.10
Low (YTD): 1/6/2021 1.23
52W High: - -
52W Low: - -
Avg. price 1W:   1.48
Avg. volume 1W:   0.00
Avg. price 1M:   1.72
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -