Morgan Stanley Call 250 CDNS 17.0.../  DE000MD76HU7  /

EUWAX
12/9/2022  4:56:04 PM Chg.0.000 Bid7:07:14 PM Ask7:07:14 PM Underlying Strike price Expiration date Option type
0.050EUR 0.00% 0.049
Bid Size: 25,000
0.070
Ask Size: 25,000
Cadence Design Syste... 250.00 - 3/17/2023 Call

Master data

WKN: MD76HU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Cadence Design Systems
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 3/17/2023
Issue date: 8/18/2022
Last trading day: 3/17/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 222.03
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.38
Parity: -9.46
Time value: 0.07
Break-even: 250.70
Moneyness: 0.62
Premium: 0.61
Premium p.a.: 4.93
Spread abs.: 0.02
Spread %: 25.71%
Delta: 0.16
Theta: -0.11
Omega: 34.71
Rho: 0.06
 

Quote data

Open: 0.033
High: 0.050
Low: 0.033
Previous Close: 0.050
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.24%
1 Month  
+61.29%
3 Months
  -65.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.066 0.050
1M High / 1M Low: 0.068 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   17,262.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -