Morgan Stanley Call 57 FAS 17.12..../  DE000MA2ENU2  /

EUWAX
10/28/2020  9:54:01 PM Chg.-0.004 Bid9:57:51 PM Ask9:57:51 PM Underlying Strike price Expiration date Option type
0.138EUR -2.82% 0.140
Bid Size: 2,000
0.164
Ask Size: 2,000
FASTENAL CO. D... 57.00 - 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: 57.00 -
Maturity: 12/17/2021
Issue date: 9/24/2020
Last trading day: 12/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.28
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.32
Parity: -2.00
Time value: 0.17
Break-even: 58.66
Moneyness: 0.65
Premium: 0.59
Premium p.a.: 0.50
Spread abs.: 0.02
Spread %: 14.46%
Delta: 0.15
Theta: 0.00
Omega: 3.44
Rho: 0.05
 

Quote data

Open: 0.137
High: 0.147
Low: 0.131
Previous Close: 0.142
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -36.70%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.163 0.142
1M High / 1M Low: 0.270 0.142
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.156
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   134.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -