Morgan Stanley Call 49 FAST 18.06.../  DE000MA0VM58  /

EUWAX
10/23/2020  9:49:43 PM Chg.+0.023 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
0.231EUR +11.06% 0.232
Bid Size: 30,000
0.241
Ask Size: 30,000
Fastenal Company 49.00 USD 6/18/2021 Call

Master data

WKN: MA0VM5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 49.00 USD
Maturity: 6/18/2021
Issue date: 6/30/2020
Last trading day: 6/18/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.43
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.32
Parity: -0.41
Time value: 0.24
Break-even: 43.73
Moneyness: 0.90
Premium: 0.18
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 3.73%
Delta: 0.26
Theta: 0.00
Omega: 4.04
Rho: 0.05
 

Quote data

Open: 0.200
High: 0.232
Low: 0.200
Previous Close: 0.208
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.44%
1 Month
  -20.34%
3 Months
  -34.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.208
1M High / 1M Low: 0.400 0.208
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.229
Avg. volume 1W:   0.000
Avg. price 1M:   0.284
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -