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

EUWAX
10/22/2020  1:51:02 PM Chg.-0.030 Bid1:51:02 PM Ask1:51:02 PM Underlying Strike price Expiration date Option type
0.660EUR -4.35% 0.660
Bid Size: 2,000
0.690
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: 5.37
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.33
Implied volatility: 0.83
Historic volatility: 0.32
Parity: 0.33
Time value: 0.36
Break-even: 40.65
Moneyness: 1.10
Premium: 0.10
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.44
Theta: 0.00
Omega: 2.37
Rho: 0.11
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.690
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.59%
1 Month
  -13.16%
3 Months
  -22.35%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.690
1M High / 1M Low: 0.930 0.690
6M High / 6M Low: 1.100 0.380
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.728
Avg. volume 1W:   0.000
Avg. price 1M:   0.780
Avg. volume 1M:   0.000
Avg. price 6M:   0.743
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.78%
Volatility 6M:   93.08%
Volatility 1Y:   -
Volatility 3Y:   -