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

EUWAX
4/19/2021  9:52:04 PM Chg.+0.070 Bid9:58:14 PM Ask9:58:14 PM Underlying Strike price Expiration date Option type
0.890EUR +8.54% 0.890
Bid Size: 20,000
0.950
Ask Size: 20,000
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: 14.57
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.28
Parity: -3.17
Time value: 0.88
Break-even: 1,688.00
Moneyness: 0.80
Premium: 0.32
Premium p.a.: 0.94
Spread abs.: 0.06
Spread %: 6.82%
Delta: 0.27
Theta: -0.34
Omega: 3.98
Rho: 1.09
 

Quote data

Open: 0.800
High: 0.890
Low: 0.790
Previous Close: 0.820
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.30%
1 Month  
+43.55%
3 Months
  -3.26%
YTD  
+14.10%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.870 0.790
1M High / 1M Low: 0.870 0.540
6M High / 6M Low: 1.310 0.410
High (YTD): 2/9/2021 1.310
Low (YTD): 3/8/2021 0.530
52W High: - -
52W Low: - -
Avg. price 1W:   0.842
Avg. volume 1W:   0.000
Avg. price 1M:   0.699
Avg. volume 1M:   0.000
Avg. price 6M:   0.788
Avg. volume 6M:   7.258
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.15%
Volatility 6M:   179.89%
Volatility 1Y:   -
Volatility 3Y:   -