Morgan Stanley Call 48 FAST 10.12.../  DE000MC8UEE6  /

EUWAX
10/26/2020  9:33:48 PM Chg.-0.020 Bid9:33:48 PM Ask9:33:48 PM Underlying Strike price Expiration date Option type
0.360EUR -5.26% 0.360
Bid Size: 2,000
0.390
Ask Size: 2,000
Fastenal Company 48.00 USD 12/10/2021 Call

Master data

WKN: MC8UEE
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 48.00 USD
Maturity: 12/10/2021
Issue date: 4/15/2020
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.74
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.32
Parity: -0.25
Time value: 0.39
Break-even: 44.41
Moneyness: 0.94
Premium: 0.17
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.30
Theta: 0.00
Omega: 2.95
Rho: 0.09
 

Quote data

Open: 0.350
High: 0.370
Low: 0.350
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.26%
1 Month
  -16.28%
3 Months
  -25.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.390 0.350
1M High / 1M Low: 0.550 0.350
6M High / 6M Low: 0.680 0.216
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.372
Avg. volume 1W:   0.000
Avg. price 1M:   0.430
Avg. volume 1M:   0.000
Avg. price 6M:   0.424
Avg. volume 6M:   23.438
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   123.43%
Volatility 6M:   116.65%
Volatility 1Y:   -
Volatility 3Y:   -