Morgan Stanley Call 30 FAST 10.12.../  DE000MC8AS48  /

EUWAX
10/23/2020  9:47:40 PM Chg.+0.06 Bid10/23/2020 Ask10/23/2020 Underlying Strike price Expiration date Option type
1.35EUR +4.65% 1.35
Bid Size: 30,000
1.36
Ask Size: 30,000
Fastenal Company 30.00 USD 12/10/2021 Call

Master data

WKN: MC8AS4
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 30.00 USD
Maturity: 12/10/2021
Issue date: 4/6/2020
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.87
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 1.19
Implied volatility: 1.02
Historic volatility: 0.32
Parity: 1.19
Time value: 0.11
Break-even: 38.39
Moneyness: 1.47
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.77%
Delta: 0.63
Theta: 0.00
Omega: 1.81
Rho: 0.12
 

Quote data

Open: 1.28
High: 1.35
Low: 1.28
Previous Close: 1.29
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.88%
1 Month  
+0.75%
3 Months
  -8.78%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.39 1.29
1M High / 1M Low: 1.59 1.29
6M High / 6M Low: 1.77 0.80
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.33
Avg. volume 1W:   0.00
Avg. price 1M:   1.40
Avg. volume 1M:   0.00
Avg. price 6M:   1.34
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   68.95%
Volatility 6M:   67.25%
Volatility 1Y:   -
Volatility 3Y:   -