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Morgan Stanley Call 200 CDNS 15.1.../  DE000MD2UZN4  /

EUWAX
6/2/2023  5:41:34 PM Chg.-0.08 Bid6:23:36 PM Ask6:23:36 PM Underlying Strike price Expiration date Option type
4.35EUR -1.81% 4.29
Bid Size: 25,000		 4.45
Ask Size: 25,000		 Cadence Design Syste... 200.00 USD 12/15/2023 Call

Master data

WKN: MD2UZN
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cadence Design Systems
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 12/15/2023
Issue date: 3/21/2022
Last trading day: 12/15/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.81
Leverage: Yes

Calculated values

Fair value: 3.93
Intrinsic value: 3.01
Implied volatility: 0.43
Historic volatility: 0.31
Parity: 3.01
Time value: 1.48
Break-even: 230.77
Moneyness: 1.16
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.12
Spread %: 2.75%
Delta: 0.75
Theta: -0.06
Omega: 3.63
Rho: 0.63
 

Quote data

Open: 4.45
High: 4.45
Low: 4.35
Previous Close: 4.43
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.82%
1 Month  
+61.11%
3 Months  
+93.33%
YTD  
+299.08%
1 Year  
+137.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.44 4.09
1M High / 1M Low: 4.44 2.01
6M High / 6M Low: 4.44 0.95
High (YTD): 5/30/2023 4.44
Low (YTD): 1/5/2023 0.95
52W High: 5/30/2023 4.44
52W Low: 11/4/2022 0.69
Avg. price 1W:   4.30
Avg. volume 1W:   0.00
Avg. price 1M:   2.81
Avg. volume 1M:   0.00
Avg. price 6M:   2.24
Avg. volume 6M:   46.03
Avg. price 1Y:   2.02
Avg. volume 1Y:   37.16
Volatility 1M:   261.33%
Volatility 6M:   155.09%
Volatility 1Y:   151.68%
Volatility 3Y:   -