Morgan Stanley Call 44 FAST 10.12.../  DE000MC8ASF5  /

EUWAX
10/23/2020  1:41:13 PM Chg.-0.020 Bid1:48:13 PM Ask1:48:13 PM Underlying Strike price Expiration date Option type
0.480EUR -4.00% 0.480
Bid Size: 2,000
0.510
Ask Size: 2,000
Fastenal Company 44.00 USD 12/10/2021 Call

Master data

WKN: MC8ASF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 44.00 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: 7.32
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.01
Implied volatility: 0.76
Historic volatility: 0.32
Parity: 0.01
Time value: 0.50
Break-even: 42.34
Moneyness: 1.00
Premium: 0.13
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.36
Theta: 0.00
Omega: 2.66
Rho: 0.10
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month
  -12.73%
3 Months
  -26.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.500
1M High / 1M Low: 0.720 0.500
6M High / 6M Low: 0.870 0.280
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.585
Avg. volume 1M:   145.455
Avg. price 6M:   0.566
Avg. volume 6M:   94.574
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   111.58%
Volatility 6M:   105.38%
Volatility 1Y:   -
Volatility 3Y:   -