Morgan Stanley Call 54 FAST 10.12.../  DE000MC927V3  /

EUWAX
10/23/2020  9:23:14 PM Chg.+0.019 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
0.216EUR +9.64% 0.216
Bid Size: 30,000
0.225
Ask Size: 30,000
Fastenal Company 54.00 USD 12/10/2021 Call

Master data

WKN: MC927V
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 54.00 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: 16.52
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.32
Parity: -0.84
Time value: 0.23
Break-even: 47.78
Moneyness: 0.82
Premium: 0.29
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.21
Theta: 0.00
Omega: 3.40
Rho: 0.06
 

Quote data

Open: 0.191
High: 0.217
Low: 0.191
Previous Close: 0.197
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.00%
1 Month
  -16.92%
3 Months
  -28.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.227 0.197
1M High / 1M Low: 0.350 0.197
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.213
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -