Morgan Stanley Call 190 ESL 17.12.../  DE000MA7CPE4  /

EUWAX
12/1/2021  11:13:33 AM Chg.-0.020 Bid11:20:24 AM Ask11:20:24 AM Underlying Strike price Expiration date Option type
0.106EUR -15.87% 0.110
Bid Size: 5,000
0.119
Ask Size: 5,000
ESSILORLUXO. INH. EO... 190.00 EUR 12/17/2021 Call

Master data

WKN: MA7CPE
Issuer: Morgan Stanley
Currency: EUR
Underlying: ESSILORLUXO. INH. EO -,18
Type: Warrant
Option type: Call
Strike price: 190.00 EUR
Maturity: 12/17/2021
Issue date: 6/10/2021
Last trading day: 12/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 137.22
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.20
Parity: -1.30
Time value: 0.13
Break-even: 191.29
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 4.86
Spread abs.: 0.01
Spread %: 3.88%
Delta: 0.16
Theta: -0.08
Omega: 21.75
Rho: 0.01
 

Quote data

Open: 0.107
High: 0.107
Low: 0.106
Previous Close: 0.126
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.56%
1 Month
  -55.83%
3 Months
  -35.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.126
1M High / 1M Low: 0.710 0.126
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.337
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   538.31%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -