Morgan Stanley Call 25 IXD1 17.06.../  DE000MA5BEX4  /

EUWAX
10/18/2021  6:35:46 PM Chg.0.000 Bid7:53:05 PM Ask7:53:05 PM Underlying Strike price Expiration date Option type
0.680EUR 0.00% 0.680
Bid Size: 20,000
0.700
Ask Size: 50,000
INDITEX INH. EO... 25.00 EUR 6/17/2022 Call

Master data

WKN: MA5BEX
Issuer: Morgan Stanley
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 6/17/2022
Issue date: 2/16/2021
Last trading day: 6/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.45
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.62
Implied volatility: 0.87
Historic volatility: 0.29
Parity: 0.62
Time value: 0.09
Break-even: 32.00
Moneyness: 1.25
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.02
Spread %: 2.86%
Delta: 0.56
Theta: 0.00
Omega: 2.47
Rho: 0.07
 

Quote data

Open: 0.670
High: 0.680
Low: 0.670
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.94%
1 Month
  -5.56%
3 Months  
+54.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.680 0.620
1M High / 1M Low: 0.810 0.620
6M High / 6M Low: 0.860 0.420
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.634
Avg. volume 1W:   0.000
Avg. price 1M:   0.719
Avg. volume 1M:   0.000
Avg. price 6M:   0.629
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.25%
Volatility 6M:   91.54%
Volatility 1Y:   -
Volatility 3Y:   -