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

EUWAX
10/20/2020  11:34:36 AM Chg.+0.01 Bid12:27:35 PM Ask12:27:35 PM Underlying Strike price Expiration date Option type
1.34EUR +0.75% 1.34
Bid Size: 2,000
1.37
Ask Size: 2,000
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: 2.82
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 1.23
Implied volatility: 1.03
Historic volatility: 0.32
Parity: 1.23
Time value: 0.11
Break-even: 38.89
Moneyness: 1.48
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.75%
Delta: 0.64
Theta: 0.00
Omega: 1.80
Rho: 0.12
 

Quote data

Open: 1.36
High: 1.36
Low: 1.34
Previous Close: 1.33
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.29%
1 Month  
+3.08%
3 Months
  -5.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.40 1.33
1M High / 1M Low: 1.59 1.28
6M High / 6M Low: 1.77 0.76
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
Avg. price 1M:   1.40
Avg. volume 1M:   0.00
Avg. price 6M:   1.32
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.63%
Volatility 6M:   67.35%
Volatility 1Y:   -
Volatility 3Y:   -