Morgan Stanley Call 1800 C9F 17.0.../  DE000MA2RMC4  /

EUWAX
4/20/2021  11:38:23 AM Chg.-0.010 Bid12:54:49 PM Ask12:54:49 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% 0.370
Bid Size: 2,000
0.460
Ask Size: 2,000
CHIPOTLE MEX.GR. DL... 1,800.00 - 9/17/2021 Call

Master data

WKN: MA2RMC
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 1,800.00 -
Maturity: 9/17/2021
Issue date: 10/14/2020
Last trading day: 9/17/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 28.97
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.28
Parity: -5.25
Time value: 0.44
Break-even: 1,844.00
Moneyness: 0.71
Premium: 0.45
Premium p.a.: 1.46
Spread abs.: 0.06
Spread %: 13.64%
Delta: 0.17
Theta: -0.25
Omega: 4.83
Rho: 0.69
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.13%
1 Month  
+27.59%
3 Months
  -40.32%
YTD
  -15.91%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.390 0.340
1M High / 1M Low: 0.390 0.220
6M High / 6M Low: 0.740 0.180
High (YTD): 2/2/2021 0.740
Low (YTD): 3/30/2021 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.304
Avg. volume 1M:   0.000
Avg. price 6M:   0.416
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.66%
Volatility 6M:   216.19%
Volatility 1Y:   -
Volatility 3Y:   -