Morgan Stanley Call 46 FAST 10.12.../  DE000MC828R1  /

EUWAX
10/22/2020  9:47:29 PM Chg.-0.010 Bid9:47:30 PM Ask9:47:30 PM Underlying Strike price Expiration date Option type
0.420EUR -2.33% 0.420
Bid Size: 30,000
0.430
Ask Size: 30,000
Fastenal Company 46.00 USD 12/10/2021 Call

Master data

WKN: MC828R
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 12/10/2021
Issue date: 4/16/2020
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.62
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.32
Parity: -0.17
Time value: 0.43
Break-even: 43.11
Moneyness: 0.96
Premium: 0.16
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.33
Theta: 0.00
Omega: 2.81
Rho: 0.09
 

Quote data

Open: 0.400
High: 0.420
Low: 0.400
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.64%
1 Month
  -12.50%
3 Months
  -25.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.490 0.430
1M High / 1M Low: 0.630 0.430
6M High / 6M Low: 0.780 0.232
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.462
Avg. volume 1W:   0.000
Avg. price 1M:   0.506
Avg. volume 1M:   0.000
Avg. price 6M:   0.489
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.06%
Volatility 6M:   114.64%
Volatility 1Y:   -
Volatility 3Y:   -