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

EUWAX
10/30/2020  9:46:57 PM Chg.+0.020 Bid9:46:57 PM Ask9:46:57 PM Underlying Strike price Expiration date Option type
0.470EUR +4.44% 0.470
Bid Size: 2,000
0.500
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: 7.42
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.32
Parity: -0.07
Time value: 0.50
Break-even: 42.78
Moneyness: 0.98
Premium: 0.15
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 6.00%
Delta: 0.36
Theta: 0.00
Omega: 2.66
Rho: 0.09
 

Quote data

Open: 0.430
High: 0.480
Low: 0.430
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.32%
1 Month
  -18.97%
3 Months
  -33.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.510 0.450
1M High / 1M Low: 0.720 0.450
6M High / 6M Low: 0.870 0.300
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.559
Avg. volume 1M:   139.130
Avg. price 6M:   0.572
Avg. volume 6M:   93.846
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.05%
Volatility 6M:   102.30%
Volatility 1Y:   -
Volatility 3Y:   -