Morgan Stanley Call 42 FAST 10.12.../  DE000MC8ASE8  /

EUWAX
10/30/2020  8:42:24 PM Chg.+0.020 Bid9:00:03 PM Ask9:00:03 PM Underlying Strike price Expiration date Option type
0.560EUR +3.70% 0.550
Bid Size: 2,000
0.580
Ask Size: 2,000
Fastenal Company 42.00 USD 12/10/2021 Call

Master data

WKN: MC8ASE
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 42.00 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: 6.59
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.10
Implied volatility: 0.79
Historic volatility: 0.32
Parity: 0.10
Time value: 0.46
Break-even: 41.56
Moneyness: 1.03
Premium: 0.13
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 5.36%
Delta: 0.39
Theta: 0.00
Omega: 2.56
Rho: 0.10
 

Quote data

Open: 0.520
High: 0.570
Low: 0.510
Previous Close: 0.540
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -16.42%
3 Months
  -30.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.630 0.530
1M High / 1M Low: 0.820 0.530
6M High / 6M Low: 0.980 0.350
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.572
Avg. volume 1W:   0.000
Avg. price 1M:   0.654
Avg. volume 1M:   63.636
Avg. price 6M:   0.659
Avg. volume 6M:   170.884
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.08%
Volatility 6M:   95.14%
Volatility 1Y:   -
Volatility 3Y:   -