Morgan Stanley Call 170 ESL 17.12.../  DE000MA7QSC2  /

EUWAX
11/26/2021  9:47:32 PM Chg.-2.82 Bid10:00:18 PM Ask10:00:18 PM Underlying Strike price Expiration date Option type
6.67EUR -29.72% -
Bid Size: -
-
Ask Size: -
ESSILORLUXO. INH. EO... 170.00 EUR 12/17/2021 Call

Master data

WKN: MA7QSC
Issuer: Morgan Stanley
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 170.00 EUR
Maturity: 12/17/2021
Issue date: 6/25/2021
Last trading day: 12/17/2021
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 26.08
Leverage: Yes

Calculated values

Fair value: 5.39
Intrinsic value: 8.88
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 8.88
Time value: -2.02
Break-even: 176.86
Moneyness: 1.05
Premium: -0.01
Premium p.a.: -0.19
Spread abs.: -0.06
Spread %: -0.87%
Delta: 0.63
Theta: 0.05
Omega: 16.31
Rho: 0.06
 

Quote data

Open: 7.83
High: 7.83
Low: 6.58
Previous Close: 9.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.15%
1 Month  
+81.25%
3 Months  
+165.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 9.83 6.67
1M High / 1M Low: 9.83 3.68
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   8.90
Avg. volume 1W:   0.00
Avg. price 1M:   8.40
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -