Morgan Stanley Call 32 IXD1 16.12.../  DE000MA6AF15  /

EUWAX
10/20/2021  8:59:53 PM Chg.-0.010 Bid10:00:18 PM Ask10:00:18 PM Underlying Strike price Expiration date Option type
0.280EUR -3.45% -
Bid Size: -
-
Ask Size: -
INDITEX INH. EO... 32.00 EUR 12/16/2022 Call

Master data

WKN: MA6AF1
Issuer: Morgan Stanley
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 12/16/2022
Issue date: 4/1/2021
Last trading day: 12/16/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.62
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.29
Parity: -0.03
Time value: 0.33
Break-even: 35.30
Moneyness: 0.99
Premium: 0.11
Premium p.a.: 0.10
Spread abs.: 0.04
Spread %: 12.12%
Delta: 0.31
Theta: 0.00
Omega: 2.95
Rho: 0.07
 

Quote data

Open: 0.290
High: 0.300
Low: 0.280
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.74%
1 Month
  -22.22%
3 Months  
+56.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.290 0.230
1M High / 1M Low: 0.360 0.230
6M High / 6M Low: 0.420 0.158
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.293
Avg. volume 1M:   0.000
Avg. price 6M:   0.267
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.85%
Volatility 6M:   119.59%
Volatility 1Y:   -
Volatility 3Y:   -