Morgan Stanley Call 2000 C9F 17.0.../  DE000MA2RMD2  /

EUWAX
4/16/2021  9:29:01 PM Chg.-0.021 Bid9:59:49 PM Ask9:59:49 PM Underlying Strike price Expiration date Option type
0.160EUR -11.60% 0.161
Bid Size: 20,000
0.214
Ask Size: 20,000
CHIPOTLE MEX.GR. DL... 2,000.00 - 9/17/2021 Call

Master data

WKN: MA2RMD
Issuer: Morgan Stanley
Currency: EUR
Underlying: CHIPOTLE MEX.GR. DL -,01
Type: Warrant
Option type: Call
Strike price: 2,000.00 -
Maturity: 9/17/2021
Issue date: 10/14/2020
Last trading day: 9/17/2021
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 60.15
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.28
Parity: -7.13
Time value: 0.21
Break-even: 2,021.40
Moneyness: 0.64
Premium: 0.57
Premium p.a.: 1.93
Spread abs.: 0.05
Spread %: 24.77%
Delta: 0.10
Theta: -0.16
Omega: 5.72
Rho: 0.42
 

Quote data

Open: 0.160
High: 0.171
Low: 0.155
Previous Close: 0.181
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month  
+4.58%
3 Months
  -20.00%
YTD
  -36.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.181 0.159
1M High / 1M Low: 0.181 0.122
6M High / 6M Low: 0.410 0.070
High (YTD): 2/2/2021 0.410
Low (YTD): 4/6/2021 0.122
52W High: - -
52W Low: - -
Avg. price 1W:   0.171
Avg. volume 1W:   0.000
Avg. price 1M:   0.147
Avg. volume 1M:   30
Avg. price 6M:   0.235
Avg. volume 6M:   4.839
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.91%
Volatility 6M:   277.16%
Volatility 1Y:   -
Volatility 3Y:   -