Morgan Stanley Call 48 EVT 17.12..../  DE000MA5NVN4  /

EUWAX
7/29/2021  9:24:10 PM Chg.-0.010 Bid10:00:08 PM Ask10:00:08 PM Underlying Strike price Expiration date Option type
0.480EUR -2.04% -
Bid Size: -
-
Ask Size: -
EVOTEC SE INH O.N. 48.00 EUR 12/17/2021 Call

Master data

WKN: MA5NVN
Issuer: Morgan Stanley
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 12/17/2021
Issue date: 3/3/2021
Last trading day: 12/17/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 55.35
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.36
Parity: -13.13
Time value: 0.63
Break-even: 48.63
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 1.37
Spread abs.: 0.14
Spread %: 22.22%
Delta: 0.11
Theta: 0.00
Omega: 6.27
Rho: 0.01
 

Quote data

Open: 0.490
High: 0.530
Low: 0.480
Previous Close: 0.490
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month
  -56.36%
3 Months
  -55.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.600 0.490
1M High / 1M Low: 1.100 0.480
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.540
Avg. volume 1W:   0.000
Avg. price 1M:   0.724
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   127.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -