Morgan Stanley Call 56.6 FAS 17.1.../  DE000MA2ENU2  /

EUWAX
1/15/2021  9:41:33 PM Chg.+0.010 Bid9:57:22 PM Ask9:57:22 PM Underlying Strike price Expiration date Option type
0.260EUR +4.00% 0.260
Bid Size: 30,000
0.270
Ask Size: 30,000
FASTENAL CO. D... 56.60 - 12/17/2021 Call

Master data

WKN: MA2ENU
Issuer: Morgan Stanley
Currency: EUR
Underlying: FASTENAL CO. DL-,01
Type: Warrant
Option type: Call
Strike price: 56.60 -
Maturity: 12/17/2021
Issue date: 9/24/2020
Last trading day: 12/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.02
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.32
Parity: -1.49
Time value: 0.26
Break-even: 59.20
Moneyness: 0.74
Premium: 0.42
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.21
Theta: 0.00
Omega: 3.37
Rho: 0.06
 

Quote data

Open: 0.230
High: 0.260
Low: 0.230
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.70%
1 Month     0.00%
3 Months  
+38.30%
YTD  
+8.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.300 0.250
1M High / 1M Low: 0.300 0.185
6M High / 6M Low: - -
High (YTD): 1/12/2021 0.300
Low (YTD): 1/4/2021 0.185
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.245
Avg. volume 1M:   263.158
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -