Morgan Stanley Call 56 EVT 18.03..../  DE000MA66CU5  /

EUWAX
6/11/2021  8:56:03 PM Chg.+0.020 Bid10:00:12 PM Ask10:00:12 PM Underlying Strike price Expiration date Option type
0.800EUR +2.56% -
Bid Size: -
-
Ask Size: -
EVOTEC SE INH O.N. 56.00 EUR 3/18/2022 Call

Master data

WKN: MA66CU
Issuer: Morgan Stanley
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 56.00 EUR
Maturity: 3/18/2022
Issue date: 4/30/2021
Last trading day: 3/18/2022
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 39.26
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.67
Historic volatility: 0.37
Parity: -20.67
Time value: 0.90
Break-even: 56.90
Moneyness: 0.63
Premium: 0.61
Premium p.a.: 0.87
Spread abs.: 0.12
Spread %: 13.33%
Delta: 0.11
Theta: 0.00
Omega: 4.42
Rho: 0.02
 

Quote data

Open: 0.810
High: 0.880
Low: 0.800
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.05%
1 Month
  -3.61%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.800 0.780
1M High / 1M Low: 1.050 0.760
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.794
Avg. volume 1W:   0.000
Avg. price 1M:   0.879
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -