Morgan Stanley Call 38 FAST 10.12.../  DE000MC8ASB4  /

EUWAX
10/27/2020  11:31:02 AM Chg.+0.010 Bid1:30:05 PM Ask1:30:05 PM Underlying Strike price Expiration date Option type
0.810EUR +1.25% 0.800
Bid Size: 2,000
0.830
Ask Size: 2,000
Fastenal Company 38.00 USD 12/10/2021 Call

Master data

WKN: MC8ASB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 38.00 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: 4.52
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.53
Implied volatility: 0.87
Historic volatility: 0.32
Parity: 0.53
Time value: 0.30
Break-even: 40.48
Moneyness: 1.17
Premium: 0.08
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 3.61%
Delta: 0.49
Theta: 0.00
Omega: 2.21
Rho: 0.11
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.71%
1 Month
  -8.99%
3 Months
  -18.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.850 0.780
1M High / 1M Low: 1.050 0.780
6M High / 6M Low: 1.220 0.480
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.810
Avg. volume 1W:   0.000
Avg. price 1M:   0.882
Avg. volume 1M:   0.000
Avg. price 6M:   0.851
Avg. volume 6M:   7.752
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   91.86%
Volatility 6M:   85.84%
Volatility 1Y:   -
Volatility 3Y:   -