Morgan Stanley Call 48 EVT 17.06..../  DE000MA7BGY3  /

EUWAX
7/27/2021  9:44:46 PM Chg.-0.12 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
1.29EUR -8.51% -
Bid Size: -
-
Ask Size: -
EVOTEC SE INH O.N. 48.00 EUR 6/17/2022 Call

Master data

WKN: MA7BGY
Issuer: Morgan Stanley
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 6/17/2022
Issue date: 6/8/2021
Last trading day: 6/17/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 22.84
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.36
Parity: -12.82
Time value: 1.54
Break-even: 49.54
Moneyness: 0.73
Premium: 0.41
Premium p.a.: 0.47
Spread abs.: 0.14
Spread %: 9.09%
Delta: 0.17
Theta: 0.00
Omega: 3.84
Rho: 0.04
 

Quote data

Open: 1.38
High: 1.38
Low: 1.29
Previous Close: 1.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.38%
1 Month
  -44.16%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.58 1.26
1M High / 1M Low: 2.42 1.26
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.41
Avg. volume 1W:   0.00
Avg. price 1M:   1.80
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -