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

EUWAX
10/15/2021  9:47:39 PM Chg.-0.05 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.84EUR -1.73% -
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: 13.19
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.35
Parity: -5.45
Time value: 3.15
Break-even: 50.15
Moneyness: 0.88
Premium: 0.21
Premium p.a.: 0.32
Spread abs.: 0.31
Spread %: 9.84%
Delta: 0.28
Theta: 0.00
Omega: 3.68
Rho: 0.06
 

Quote data

Open: 3.23
High: 3.23
Low: 2.83
Previous Close: 2.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month
  -34.11%
3 Months  
+79.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.89 2.32
1M High / 1M Low: 4.54 2.13
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.65
Avg. volume 1W:   0.00
Avg. price 1M:   3.04
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -