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

EUWAX
4/9/2021  9:56:22 PM Chg.+0.019 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
0.170EUR +12.58% 0.170
Bid Size: 20,000
0.223
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: 59.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.29
Parity: -7.19
Time value: 0.22
Break-even: 2,021.60
Moneyness: 0.64
Premium: 0.58
Premium p.a.: 1.83
Spread abs.: 0.06
Spread %: 25.46%
Delta: 0.10
Theta: -0.15
Omega: 5.64
Rho: 0.44
 

Quote data

Open: 0.146
High: 0.170
Low: 0.146
Previous Close: 0.151
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.81%
1 Month
  -12.82%
3 Months
  -45.16%
YTD
  -32.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.122
1M High / 1M Low: 0.220 0.122
6M High / 6M Low: - -
High (YTD): 2/2/2021 0.410
Low (YTD): 4/6/2021 0.122
52W High: - -
52W Low: - -
Avg. price 1W:   0.149
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   28.571
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -