Morgan Stanley Call 39 FAST 18.06.../  DE000MA0VM09  /

EUWAX
10/23/2020  9:49:43 PM Chg.+0.050 Bid9:52:30 PM Ask9:52:30 PM Underlying Strike price Expiration date Option type
0.680EUR +7.94% 0.690
Bid Size: 30,000
0.700
Ask Size: 30,000
Fastenal Company 39.00 USD 6/18/2021 Call

Master data

WKN: MA0VM0
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 39.00 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: 5.81
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.43
Implied volatility: 0.80
Historic volatility: 0.32
Parity: 0.43
Time value: 0.21
Break-even: 39.28
Moneyness: 1.13
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.48
Theta: 0.00
Omega: 2.81
Rho: 0.08
 

Quote data

Open: 0.610
High: 0.690
Low: 0.610
Previous Close: 0.630
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month
  -8.11%
3 Months
  -17.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.700 0.630
1M High / 1M Low: 0.920 0.630
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.666
Avg. volume 1W:   0.000
Avg. price 1M:   0.741
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -