Morgan Stanley Call 50 FAST 10.12.../  DE000MC927S9  /

EUWAX
10/26/2020  9:36:56 PM Chg.-0.020 Bid9:36:56 PM Ask9:36:56 PM Underlying Strike price Expiration date Option type
0.300EUR -6.25% 0.300
Bid Size: 2,000
0.330
Ask Size: 2,000
Fastenal Company 50.00 USD 12/10/2021 Call

Master data

WKN: MC927S
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 12/10/2021
Issue date: 5/8/2020
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.51
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.32
Parity: -0.42
Time value: 0.33
Break-even: 45.50
Moneyness: 0.90
Premium: 0.20
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.27
Theta: 0.00
Omega: 3.11
Rho: 0.08
 

Quote data

Open: 0.290
High: 0.310
Low: 0.290
Previous Close: 0.320
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.25%
1 Month
  -18.92%
3 Months
  -26.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.330 0.290
1M High / 1M Low: 0.470 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.312
Avg. volume 1W:   0.000
Avg. price 1M:   0.365
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -