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

EUWAX
12/1/2020  9:10:47 PM Chg.-0.006 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
0.229EUR -2.55% 0.230
Bid Size: 30,000
0.239
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: 16.57
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.32
Parity: -1.56
Time value: 0.25
Break-even: 59.50
Moneyness: 0.73
Premium: 0.44
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.20
Theta: 0.00
Omega: 3.32
Rho: 0.06
 

Quote data

Open: 0.240
High: 0.250
Low: 0.229
Previous Close: 0.235
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.97%
1 Month  
+63.57%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.236 0.200
1M High / 1M Low: 0.240 0.164
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.213
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -