Morgan Stanley Call 1600 C9F 17.0.../  DE000MA2RMB6  /

EUWAX
4/9/2021  9:56:22 PM Chg.- Bid8:25:03 AM Ask8:25:03 AM Underlying Strike price Expiration date Option type
0.850EUR - 0.840
Bid Size: 2,000
0.940
Ask Size: 2,000
CHIPOTLE MEX.GR. DL... 1,600.00 - 9/17/2021 Call

Master data

WKN: MA2RMB
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,600.00 -
Maturity: 9/17/2021
Issue date: 10/14/2020
Last trading day: 9/17/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 14.15
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.29
Parity: -3.13
Time value: 0.91
Break-even: 1,691.00
Moneyness: 0.80
Premium: 0.31
Premium p.a.: 0.88
Spread abs.: 0.06
Spread %: 6.59%
Delta: 0.28
Theta: -0.32
Omega: 3.90
Rho: 1.14
 

Quote data

Open: 0.820
High: 0.850
Low: 0.810
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.07%
1 Month  
+7.59%
3 Months
  -3.41%
YTD  
+8.97%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.850 0.680
1M High / 1M Low: 0.850 0.540
6M High / 6M Low: - -
High (YTD): 2/9/2021 1.310
Low (YTD): 3/8/2021 0.530
52W High: - -
52W Low: - -
Avg. price 1W:   0.763
Avg. volume 1W:   0.000
Avg. price 1M:   0.686
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -