Morgan Stanley Call 1800 C9F 17.0.../  DE000MA34FX0  /

EUWAX
3/5/2021  9:51:14 PM Chg.-0.020 Bid9:59:23 PM Ask9:59:23 PM Underlying Strike price Expiration date Option type
0.770EUR -2.53% 0.770
Bid Size: 7,500
0.810
Ask Size: 7,500
CHIPOTLE MEX.GR. DL... 1,800.00 - 6/17/2022 Call

Master data

WKN: MA34FX
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,800.00 -
Maturity: 6/17/2022
Issue date: 12/4/2020
Last trading day: 6/17/2022
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 12.65
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.40
Parity: -6.23
Time value: 0.93
Break-even: 1,893.00
Moneyness: 0.65
Premium: 0.61
Premium p.a.: 0.45
Spread abs.: 0.04
Spread %: 4.30%
Delta: 0.22
Theta: -0.09
Omega: 2.77
Rho: 2.12
 

Quote data

Open: 0.760
High: 0.770
Low: 0.630
Previous Close: 0.790
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.96%
1 Month
  -39.84%
3 Months
  -8.33%
YTD
  -20.62%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.080 0.790
1M High / 1M Low: 1.370 0.790
6M High / 6M Low: - -
High (YTD): 2/2/2021 1.480
Low (YTD): 3/4/2021 0.790
52W High: - -
52W Low: - -
Avg. price 1W:   0.972
Avg. volume 1W:   0.000
Avg. price 1M:   1.084
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -