Morgan Stanley Call 52 EVT 17.09..../  DE000MA5NVQ7  /

EUWAX
6/18/2021  8:27:33 PM Chg.0.000 Bid8:31:11 PM Ask8:31:11 PM Underlying Strike price Expiration date Option type
0.360EUR 0.00% 0.360
Bid Size: 2,500
0.490
Ask Size: 2,500
EVOTEC SE INH O.N. 52.00 EUR 9/17/2021 Call

Master data

WKN: MA5NVQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 9/17/2021
Issue date: 3/3/2021
Last trading day: 9/17/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 72.80
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.37
Parity: -14.87
Time value: 0.51
Break-even: 52.51
Moneyness: 0.71
Premium: 0.41
Premium p.a.: 3.02
Spread abs.: 0.11
Spread %: 21.57%
Delta: 0.10
Theta: -0.01
Omega: 7.32
Rho: 0.01
 

Quote data

Open: 0.370
High: 0.400
Low: 0.360
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -18.18%
3 Months
  -71.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.400 0.360
1M High / 1M Low: 0.500 0.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.414
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -