Morgan Stanley Call 37 FAST 18.06.../  DE000MA0VLZ3  /

EUWAX
10/22/2020  5:47:21 PM Chg.-0.020 Bid7:24:24 PM Ask7:24:24 PM Underlying Strike price Expiration date Option type
0.730EUR -2.67% 0.740
Bid Size: 30,000
0.750
Ask Size: 30,000
Fastenal Company 37.00 USD 6/18/2021 Call

Master data

WKN: MA0VLZ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 37.00 USD
Maturity: 6/18/2021
Issue date: 6/30/2020
Last trading day: 6/18/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.88
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.59
Implied volatility: 0.85
Historic volatility: 0.32
Parity: 0.59
Time value: 0.17
Break-even: 38.82
Moneyness: 1.19
Premium: 0.05
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.53
Theta: 0.00
Omega: 2.59
Rho: 0.08
 

Quote data

Open: 0.720
High: 0.730
Low: 0.720
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.88%
1 Month
  -13.10%
3 Months
  -20.65%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.850 0.750
1M High / 1M Low: 1.060 0.750
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.806
Avg. volume 1W:   0.000
Avg. price 1M:   0.865
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -