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

EUWAX
2/26/2021  9:39:31 PM Chg.+0.090 Bid9:56:42 PM Ask9:56:42 PM Underlying Strike price Expiration date Option type
0.670EUR +15.52% 0.670
Bid Size: 7,500
0.710
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: 18.86
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.40
Parity: -8.31
Time value: 0.62
Break-even: 2,062.00
Moneyness: 0.58
Premium: 0.76
Premium p.a.: 0.55
Spread abs.: 0.03
Spread %: 4.84%
Delta: 0.16
Theta: -0.07
Omega: 3.05
Rho: 1.65
 

Quote data

Open: 0.540
High: 0.680
Low: 0.540
Previous Close: 0.580
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.90%
1 Month
  -33.00%
3 Months  
+36.73%
YTD     0.00%
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:   0.798
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -