Morgan Stanley Call 27 IXD1 16.12.../  DE000MA81Q24  /

EUWAX
10/26/2021  6:48:57 PM Chg.0.000 Bid7:35:27 PM Ask7:35:27 PM Underlying Strike price Expiration date Option type
0.520EUR 0.00% 0.530
Bid Size: 20,000
0.580
Ask Size: 20,000
INDITEX INH. EO... 27.00 EUR 12/16/2022 Call

Master data

WKN: MA81Q2
Issuer: Morgan Stanley
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 27.00 EUR
Maturity: 12/16/2022
Issue date: 7/16/2021
Last trading day: 12/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.39
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.37
Implied volatility: 0.82
Historic volatility: 0.29
Parity: 0.37
Time value: 0.20
Break-even: 32.70
Moneyness: 1.14
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.05
Spread %: 8.77%
Delta: 0.44
Theta: 0.00
Omega: 2.38
Rho: 0.09
 

Quote data

Open: 0.560
High: 0.560
Low: 0.520
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.86%
1 Month
  -16.13%
3 Months  
+23.81%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.590 0.520
1M High / 1M Low: 0.650 0.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.556
Avg. volume 1W:   0.000
Avg. price 1M:   0.573
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -