Morgan Stanley Call 36 FAST 10.12.../  DE000MC8AS97  /

EUWAX
10/23/2020  9:47:40 PM Chg.+0.050 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
0.950EUR +5.56% 0.960
Bid Size: 30,000
0.970
Ask Size: 30,000
Fastenal Company 36.00 USD 12/10/2021 Call

Master data

WKN: MC8AS9
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 36.00 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: 3.83
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.68
Implied volatility: 0.94
Historic volatility: 0.32
Parity: 0.68
Time value: 0.29
Break-even: 40.05
Moneyness: 1.22
Premium: 0.08
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.53
Theta: 0.00
Omega: 2.04
Rho: 0.11
 

Quote data

Open: 0.880
High: 0.950
Low: 0.880
Previous Close: 0.900
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.04%
1 Month
  -5.94%
3 Months
  -12.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.970 0.900
1M High / 1M Low: 1.180 0.900
6M High / 6M Low: 1.350 0.550
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.934
Avg. volume 1W:   0.000
Avg. price 1M:   1.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.963
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.20%
Volatility 6M:   80.66%
Volatility 1Y:   -
Volatility 3Y:   -