Morgan Stanley Call 40 FAST 10.12.../  DE000MC8ASC2  /

EUWAX
10/27/2020  11:31:02 AM Chg.0.000 Bid1:30:32 PM Ask1:30:32 PM Underlying Strike price Expiration date Option type
0.700EUR 0.00% 0.690
Bid Size: 2,000
0.720
Ask Size: 2,000
Fastenal Company 40.00 USD 12/10/2021 Call

Master data

WKN: MC8ASC
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 40.00 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: 5.14
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.36
Implied volatility: 0.84
Historic volatility: 0.32
Parity: 0.36
Time value: 0.37
Break-even: 41.17
Moneyness: 1.11
Premium: 0.10
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 4.11%
Delta: 0.45
Theta: 0.00
Omega: 2.33
Rho: 0.11
 

Quote data

Open: 0.700
High: 0.700
Low: 0.700
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.41%
1 Month
  -11.39%
3 Months
  -20.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.740 0.680
1M High / 1M Low: 0.930 0.680
6M High / 6M Low: 1.100 0.410
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.708
Avg. volume 1W:   0.000
Avg. price 1M:   0.775
Avg. volume 1M:   0.000
Avg. price 6M:   0.750
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   94.78%
Volatility 6M:   91.44%
Volatility 1Y:   -
Volatility 3Y:   -