Morgan Stanley Call 25 IXD1 18.03.../  DE000MC9WC31  /

EUWAX
1/28/2022  10:26:00 AM Chg.+0.030 Bid10:48:21 AM Ask10:48:21 AM Underlying Strike price Expiration date Option type
0.300EUR +11.11% 0.290
Bid Size: 25,000
0.300
Ask Size: 25,000
INDITEX INH. EO... 25.00 EUR 3/18/2022 Call

Master data

WKN: MC9WC3
Issuer: Morgan Stanley
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 3/18/2022
Issue date: 4/13/2021
Last trading day: 3/18/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.11
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.23
Implied volatility: 0.71
Historic volatility: 0.27
Parity: 0.23
Time value: 0.07
Break-even: 28.00
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.20
Spread abs.: 0.03
Spread %: 10.00%
Delta: 0.57
Theta: -0.01
Omega: 5.21
Rho: 0.02
 

Quote data

Open: 0.270
High: 0.300
Low: 0.270
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -21.05%
3 Months
  -53.85%
YTD
  -25.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.360 0.270
1M High / 1M Low: 0.420 0.270
6M High / 6M Low: 0.770 0.270
High (YTD): 1/4/2022 0.420
Low (YTD): 1/27/2022 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.298
Avg. volume 1W:   0.000
Avg. price 1M:   0.350
Avg. volume 1M:   0.000
Avg. price 6M:   0.539
Avg. volume 6M:   153.846
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.78%
Volatility 6M:   123.18%
Volatility 1Y:   -
Volatility 3Y:   -