Morgan Stanley Call 47.5 BILI 17..../  DE000MA3EC58  /

EUWAX
7/21/2021  8:49:56 PM Chg.- Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
5.78EUR - -
Bid Size: -
-
Ask Size: -
Bilibili 47.50 - 9/17/2021 Call

Master data

WKN: MA3EC5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Bilibili
Type: Warrant
Option type: Call
Strike price: 47.50 -
Maturity: 9/17/2021
Issue date: 11/6/2020
Last trading day: 7/22/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.58
Leverage: Yes

Calculated values

Fair value: 4.48
Intrinsic value: 4.48
Implied volatility: 3.42
Historic volatility: 0.60
Parity: 4.48
Time value: 1.38
Break-even: 106.10
Moneyness: 1.94
Premium: 0.15
Premium p.a.: 1.52
Spread abs.: 0.07
Spread %: 1.19%
Delta: 0.86
Theta: -0.21
Omega: 1.36
Rho: 0.03
 

Quote data

Open: 5.27
High: 5.78
Low: 5.27
Previous Close: 5.52
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+10.52%
1 Month
  -7.67%
3 Months
  -0.69%
YTD  
+73.57%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.78 5.19
1M High / 1M Low: 6.73 4.49
6M High / 6M Low: 9.31 3.41
High (YTD): 2/15/2021 9.31
Low (YTD): 5/13/2021 3.41
52W High: - -
52W Low: - -
Avg. price 1W:   5.50
Avg. volume 1W:   0.00
Avg. price 1M:   5.64
Avg. volume 1M:   0.00
Avg. price 6M:   5.71
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.07%
Volatility 6M:   112.61%
Volatility 1Y:   -
Volatility 3Y:   -