Morgan Stanley Call 47 EVT 17.06..../  DE000MA7HSL2  /

EUWAX
12/1/2021  9:55:22 PM Chg.- Bid10:00:18 PM Ask10:00:18 PM Underlying Strike price Expiration date Option type
2.40EUR - -
Bid Size: -
-
Ask Size: -
EVOTEC SE INH O.N. 47.00 EUR 6/17/2022 Call

Master data

WKN: MA7HSL
Issuer: Morgan Stanley
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 47.00 EUR
Maturity: 6/17/2022
Issue date: 6/17/2021
Last trading day: 6/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 14.85
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.36
Parity: -5.72
Time value: 2.78
Break-even: 49.78
Moneyness: 0.88
Premium: 0.21
Premium p.a.: 0.41
Spread abs.: 0.41
Spread %: 14.75%
Delta: 0.27
Theta: 0.00
Omega: 4.05
Rho: 0.05
 

Quote data

Open: 2.94
High: 2.94
Low: 2.40
Previous Close: 2.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.82%
1 Month
  -6.98%
3 Months
  -32.39%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.07 2.40
1M High / 1M Low: 3.14 2.02
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.70
Avg. volume 1W:   0.00
Avg. price 1M:   2.65
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -