Morgan Stanley Call 1700 C9F 17.0.../  DE000MA2ZDZ7  /

EUWAX
4/16/2021  9:34:55 PM Chg.+0.02 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
2.03EUR +1.00% 2.05
Bid Size: 2,000
2.71
Ask Size: 2,000
CHIPOTLE MEX.GR. DL... 1,700.00 - 9/17/2021 Call

Master data

WKN: MA2ZDZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,700.00 -
Maturity: 9/17/2021
Issue date: 11/3/2020
Last trading day: 9/17/2021
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 45.48
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.28
Parity: -41.28
Time value: 2.83
Break-even: 1,728.30
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 1.02
Spread abs.: 0.75
Spread %: 26.50%
Delta: 0.13
Theta: -0.13
Omega: 5.98
Rho: 0.59
 

Quote data

Open: 1.87
High: 2.07
Low: 1.87
Previous Close: 2.01
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.58%
1 Month  
+35.33%
3 Months  
+105.05%
YTD  
+30.13%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.19 1.96
1M High / 1M Low: 2.19 1.35
6M High / 6M Low: - -
High (YTD): 2/11/2021 2.78
Low (YTD): 3/8/2021 0.91
52W High: - -
52W Low: - -
Avg. price 1W:   2.07
Avg. volume 1W:   0.00
Avg. price 1M:   1.73
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -