Morgan Stanley Call 52 FAST 10.12.../  DE000MC8UEF3  /

EUWAX
10/20/2020  9:26:54 PM Chg.+0.010 Bid9:50:02 PM Ask9:50:02 PM Underlying Strike price Expiration date Option type
0.280EUR +3.70% 0.280
Bid Size: 30,000
0.290
Ask Size: 30,000
Fastenal Company 52.00 USD 12/10/2021 Call

Master data

WKN: MC8UEF
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 52.00 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: 13.48
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.32
Parity: -0.64
Time value: 0.28
Break-even: 46.99
Moneyness: 0.85
Premium: 0.24
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.24
Theta: 0.00
Omega: 3.23
Rho: 0.07
 

Quote data

Open: 0.270
High: 0.280
Low: 0.260
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month     0.00%
3 Months
  -15.15%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.310 0.270
1M High / 1M Low: 0.410 0.260
6M High / 6M Low: 0.520 0.145
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.292
Avg. volume 1W:   240
Avg. price 1M:   0.315
Avg. volume 1M:   57.143
Avg. price 6M:   0.307
Avg. volume 6M:   24.806
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   145.52%
Volatility 6M:   132.66%
Volatility 1Y:   -
Volatility 3Y:   -