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

EUWAX
2/26/2021  9:23:59 PM Chg.+0.21 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
1.56EUR +15.56% 1.54
Bid Size: 7,500
1.58
Ask Size: 7,500
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: 8.23
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.88
Historic volatility: 0.40
Parity: -4.40
Time value: 1.41
Break-even: 1,741.00
Moneyness: 0.73
Premium: 0.50
Premium p.a.: 0.36
Spread abs.: 0.03
Spread %: 2.13%
Delta: 0.30
Theta: -0.12
Omega: 2.45
Rho: 2.66
 

Quote data

Open: 1.32
High: 1.56
Low: 1.32
Previous Close: 1.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.11%
1 Month
  -17.46%
3 Months     -
YTD  
+10.64%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.61 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:   1.45
Avg. volume 1W:   0.00
Avg. price 1M:   1.78
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -