Morgan Stanley Call 34 FAST 10.12.../  DE000MC8AS71  /

EUWAX
10/23/2020  9:47:38 PM Chg.- Bid8:34:20 AM Ask8:34:20 AM Underlying Strike price Expiration date Option type
1.08EUR - 1.03
Bid Size: 2,000
1.06
Ask Size: 2,000
Fastenal Company 34.00 USD 12/10/2021 Call

Master data

WKN: MC8AS7
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 34.00 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: 3.48
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.93
Implied volatility: 0.95
Historic volatility: 0.32
Parity: 0.93
Time value: 0.16
Break-even: 39.60
Moneyness: 1.32
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.92%
Delta: 0.57
Theta: 0.00
Omega: 1.99
Rho: 0.12
 

Quote data

Open: 1.00
High: 1.08
Low: 1.00
Previous Close: 1.02
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.89%
1 Month
  -5.26%
3 Months
  -10.74%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.10 1.02
1M High / 1M Low: 1.31 1.02
6M High / 6M Low: 1.48 0.64
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.06
Avg. volume 1W:   0.00
Avg. price 1M:   1.13
Avg. volume 1M:   0.00
Avg. price 6M:   1.08
Avg. volume 6M:   19.53
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.53%
Volatility 6M:   76.15%
Volatility 1Y:   -
Volatility 3Y:   -