Morgan Stanley Call 29 IXD1 16.12.../  DE000MA7F074  /

EUWAX
10/15/2021  9:12:51 PM Chg.+0.050 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.430EUR +13.16% -
Bid Size: -
-
Ask Size: -
INDITEX INH. EO... 29.00 EUR 12/16/2022 Call

Master data

WKN: MA7F07
Issuer: Morgan Stanley
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 29.00 EUR
Maturity: 12/16/2022
Issue date: 6/15/2021
Last trading day: 12/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.63
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.22
Implied volatility: 0.77
Historic volatility: 0.29
Parity: 0.22
Time value: 0.26
Break-even: 33.70
Moneyness: 1.07
Premium: 0.08
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 8.51%
Delta: 0.39
Theta: 0.00
Omega: 2.56
Rho: 0.09
 

Quote data

Open: 0.390
High: 0.440
Low: 0.390
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.44%
1 Month
  -4.44%
3 Months  
+65.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.430 0.380
1M High / 1M Low: 0.540 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -