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

EUWAX
11/26/2021  6:22:24 PM Chg.-0.110 Bid10:00:18 PM Ask10:00:18 PM Underlying Strike price Expiration date Option type
0.530EUR -17.19% -
Bid Size: -
-
Ask Size: -
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: 5.32
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.42
Implied volatility: 0.84
Historic volatility: 0.25
Parity: 0.42
Time value: 0.13
Break-even: 30.50
Moneyness: 1.17
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 3.64%
Delta: 0.52
Theta: 0.00
Omega: 2.78
Rho: 0.05
 

Quote data

Open: 0.580
High: 0.580
Low: 0.530
Previous Close: 0.640
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.52%
1 Month
  -17.19%
3 Months  
+3.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.730 0.530
1M High / 1M Low: 0.770 0.530
6M High / 6M Low: 0.840 0.420
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.654
Avg. volume 1W:   0.000
Avg. price 1M:   0.700
Avg. volume 1M:   0.000
Avg. price 6M:   0.635
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.18%
Volatility 6M:   96.05%
Volatility 1Y:   -
Volatility 3Y:   -