Morgan Stanley Call 31 IXD1 17.06.../  DE000MA5BF07  /

EUWAX
10/15/2021  9:12:51 PM Chg.- Bid9:23:34 AM Ask9:23:34 AM Underlying Strike price Expiration date Option type
0.260EUR - 0.260
Bid Size: 50,000
0.270
Ask Size: 50,000
INDITEX INH. EO... 31.00 EUR 6/17/2022 Call

Master data

WKN: MA5BF0
Issuer: Morgan Stanley
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 31.00 EUR
Maturity: 6/17/2022
Issue date: 2/16/2021
Last trading day: 6/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.13
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.02
Implied volatility: 0.65
Historic volatility: 0.29
Parity: 0.02
Time value: 0.27
Break-even: 33.80
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 7.14%
Delta: 0.33
Theta: 0.00
Omega: 3.71
Rho: 0.05
 

Quote data

Open: 0.231
High: 0.270
Low: 0.231
Previous Close: 0.227
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.04%
1 Month
  -10.34%
3 Months  
+83.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.227
1M High / 1M Low: 0.360 0.227
6M High / 6M Low: 0.420 0.136
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.292
Avg. volume 1M:   0.000
Avg. price 6M:   0.254
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.38%
Volatility 6M:   141.31%
Volatility 1Y:   -
Volatility 3Y:   -