Morgan Stanley Call 25 IXD1 17.06.../  DE000MC0UNJ3  /

EUWAX
5/29/2020  9:01:54 PM Chg.- Bid9:59:49 PM Ask5/29/2020 Underlying Strike price Expiration date Option type
0.107EUR - 0.108
Bid Size: 1,000
0.129
Ask Size: 60,000
INDITEX INH. EO... 25.00 EUR 6/17/2020 Call

Master data

WKN: MC0UNJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 6/17/2020
Issue date: 3/26/2019
Last trading day: 6/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.98
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.01
Implied volatility: 0.73
Historic volatility: 0.34
Parity: 0.01
Time value: 0.13
Break-even: 26.32
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 2.09
Spread abs.: 0.03
Spread %: 18.94%
Delta: 0.48
Theta: -0.03
Omega: 9.13
Rho: 0.00
 

Quote data

Open: 0.113
High: 0.130
Low: 0.094
Previous Close: 0.131
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+109.80%
1 Month  
+78.33%
3 Months
  -70.28%
YTD
  -85.54%
1 Year
  -42.78%
3 Years     -
5 Years     -
1W High / 1W Low: 0.131 0.051
1M High / 1M Low: 0.131 0.026
6M High / 6M Low: 0.750 0.001
High (YTD): 1/8/2020 0.750
Low (YTD): 3/23/2020 0.001
52W High: 1/8/2020 0.750
52W Low: 3/23/2020 0.001
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.353
Avg. volume 6M:   0.000
Avg. price 1Y:   0.337
Avg. volume 1Y:   0.000
Volatility 1M:   719.45%
Volatility 6M:   7,529.63%
Volatility 1Y:   5,314.80%
Volatility 3Y:   -