Morgan Stanley Call 48 EVT 18.03..../  DE000MA724Q6  /

EUWAX
8/2/2021  9:35:15 PM Chg.-0.010 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% -
Bid Size: -
-
Ask Size: -
EVOTEC SE INH O.N. 48.00 EUR 3/18/2022 Call

Master data

WKN: MA724Q
Issuer: Morgan Stanley
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 3/18/2022
Issue date: 5/26/2021
Last trading day: 3/18/2022
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 66.00
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.36
Parity: -13.02
Time value: 0.53
Break-even: 48.53
Moneyness: 0.73
Premium: 0.39
Premium p.a.: 0.69
Spread abs.: 0.15
Spread %: 28.30%
Delta: 0.09
Theta: 0.00
Omega: 5.94
Rho: 0.02
 

Quote data

Open: 0.390
High: 0.420
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.90%
1 Month
  -37.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.420 0.370
1M High / 1M Low: 0.590 0.370
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.477
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -