Morgan Stanley Call 2000 C9F 17.0.../  DE000MA251Z1  /

EUWAX
3/1/2021  9:32:26 PM Chg.+0.040 Bid9:59:41 PM Ask9:59:41 PM Underlying Strike price Expiration date Option type
0.710EUR +5.97% 0.720
Bid Size: 7,500
0.760
Ask Size: 7,500
CHIPOTLE MEX.GR. DL... 2,000.00 - 6/17/2022 Call

Master data

WKN: MA251Z
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 2,000.00 -
Maturity: 6/17/2022
Issue date: 10/22/2020
Last trading day: 6/17/2022
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 16.80
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.40
Parity: -8.07
Time value: 0.71
Break-even: 2,071.00
Moneyness: 0.60
Premium: 0.74
Premium p.a.: 0.53
Spread abs.: 0.04
Spread %: 5.63%
Delta: 0.18
Theta: -0.08
Omega: 2.97
Rho: 1.81
 

Quote data

Open: 0.650
High: 0.720
Low: 0.650
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.39%
1 Month
  -31.07%
3 Months  
+24.56%
YTD  
+5.97%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.670 0.580
1M High / 1M Low: 1.030 0.580
6M High / 6M Low: - -
High (YTD): 2/1/2021 1.030
Low (YTD): 1/6/2021 0.570
52W High: - -
52W Low: - -
Avg. price 1W:   0.618
Avg. volume 1W:   0.000
Avg. price 1M:   0.778
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -