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

EUWAX
10/23/2020  9:47:40 PM Chg.+0.050 Bid9:54:20 PM Ask9:54:20 PM Underlying Strike price Expiration date Option type
0.830EUR +6.41% 0.840
Bid Size: 30,000
0.850
Ask Size: 30,000
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: 4.72
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.52
Implied volatility: 0.85
Historic volatility: 0.32
Parity: 0.52
Time value: 0.27
Break-even: 40.06
Moneyness: 1.16
Premium: 0.07
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.48
Theta: 0.00
Omega: 2.26
Rho: 0.11
 

Quote data

Open: 0.770
High: 0.840
Low: 0.770
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.60%
1 Month     0.00%
3 Months
  -13.54%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.870 0.780
1M High / 1M Low: 1.050 0.780
6M High / 6M Low: 1.220 0.450
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.822
Avg. volume 1W:   0.000
Avg. price 1M:   0.884
Avg. volume 1M:   0.000
Avg. price 6M:   0.846
Avg. volume 6M:   7.752
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.55%
Volatility 6M:   87.29%
Volatility 1Y:   -
Volatility 3Y:   -