Morgan Stanley Call 37 WBA 17.09..../  DE000MA2ZEC4  /

EUWAX
7/30/2021  9:52:49 PM Chg.0.000 Bid10:00:03 PM Ask10:00:03 PM Underlying Strike price Expiration date Option type
0.202EUR 0.00% -
Bid Size: -
-
Ask Size: -
Walgreens Boots Alli... 37.00 USD 9/17/2021 Call

Master data

WKN: MA2ZEC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Walgreens Boots Alliance
Type: Warrant
Option type: Call
Strike price: 37.00 USD
Maturity: 9/17/2021
Issue date: 11/3/2020
Last trading day: 9/17/2021
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 18.78
Leverage: Yes

Calculated values

Fair value: 0.62
Intrinsic value: 0.85
Implied volatility: -
Historic volatility: 0.27
Parity: 0.85
Time value: -0.63
Break-even: 33.29
Moneyness: 1.27
Premium: -0.16
Premium p.a.: -0.73
Spread abs.: 0.01
Spread %: 4.27%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.195
High: 0.202
Low: 0.195
Previous Close: 0.202
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.49%
1 Month     0.00%
3 Months  
+2.54%
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.203 0.202
1M High / 1M Low: 0.204 0.189
6M High / 6M Low: 0.204 0.147
High (YTD): 7/22/2021 0.204
Low (YTD): 1/5/2021 0.113
52W High: - -
52W Low: - -
Avg. price 1W:   0.203
Avg. volume 1W:   0.000
Avg. price 1M:   0.201
Avg. volume 1M:   0.000
Avg. price 6M:   0.192
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   36.84%
Volatility 6M:   44.90%
Volatility 1Y:   -
Volatility 3Y:   -