Morgan Stanley Call 50 EVT 18.03..../  DE000MC9YDV2  /

EUWAX
6/18/2021  9:36:03 PM Chg.-0.08 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
1.16EUR -6.45% -
Bid Size: -
-
Ask Size: -
EVOTEC SE INH O.N. 50.00 EUR 3/18/2022 Call

Master data

WKN: MC9YDV
Issuer: Morgan Stanley
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 3/18/2022
Issue date: 4/16/2021
Last trading day: 3/18/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 26.66
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.37
Parity: -13.48
Time value: 1.37
Break-even: 51.37
Moneyness: 0.73
Premium: 0.41
Premium p.a.: 0.58
Spread abs.: 0.13
Spread %: 9.49%
Delta: 0.16
Theta: 0.00
Omega: 4.24
Rho: 0.03
 

Quote data

Open: 1.31
High: 1.31
Low: 1.16
Previous Close: 1.24
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.42%
1 Month  
+9.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.27 1.16
1M High / 1M Low: 1.47 1.05
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.22
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -