Morgan Stanley Call 47 EVT 18.03..../  DE000MA724P8  /

EUWAX
7/30/2021  12:50:48 PM Chg.+0.050 Bid1:33:29 PM Ask1:33:29 PM Underlying Strike price Expiration date Option type
0.450EUR +12.50% 0.460
Bid Size: 1,500
0.560
Ask Size: 1,500
EVOTEC SE INH O.N. 47.00 EUR 3/18/2022 Call

Master data

WKN: MA724P
Issuer: Morgan Stanley
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 47.00 EUR
Maturity: 3/18/2022
Issue date: 5/26/2021
Last trading day: 3/18/2022
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 64.17
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.36
Parity: -12.35
Time value: 0.54
Break-even: 47.54
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.65
Spread abs.: 0.14
Spread %: 25.93%
Delta: 0.09
Theta: 0.00
Omega: 5.92
Rho: 0.02
 

Quote data

Open: 0.390
High: 0.450
Low: 0.390
Previous Close: 0.400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.16%
1 Month
  -34.78%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.490 0.400
1M High / 1M Low: 0.690 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.533
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -