Morgan Stanley Call 53 WBA 17.09..../  DE000MA41F59  /

EUWAX
7/27/2021  11:58:15 AM Chg.-0.003 Bid1:31:55 PM Ask1:31:55 PM Underlying Strike price Expiration date Option type
0.021EUR -12.50% 0.020
Bid Size: 7,500
0.036
Ask Size: 7,500
Walgreens Boots Alli... 53.00 USD 9/17/2021 Call

Master data

WKN: MA41F5
Issuer: Morgan Stanley
Currency: EUR
Underlying: Walgreens Boots Alliance
Type: Warrant
Option type: Call
Strike price: 53.00 USD
Maturity: 9/17/2021
Issue date: 1/8/2021
Last trading day: 9/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 119.44
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.28
Parity: -0.55
Time value: 0.03
Break-even: 45.23
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 1.63
Spread abs.: 0.01
Spread %: 27.27%
Delta: 0.11
Theta: -0.01
Omega: 13.53
Rho: 0.01
 

Quote data

Open: 0.023
High: 0.023
Low: 0.021
Previous Close: 0.024
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month
  -89.01%
3 Months
  -91.92%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.024 0.019
1M High / 1M Low: 0.221 0.019
6M High / 6M Low: 0.510 0.019
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   0.291
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   298.82%
Volatility 6M:   195.54%
Volatility 1Y:   -
Volatility 3Y:   -