Morgan Stanley Call 60 FAST 10.12.../  DE000MC927Z4  /

EUWAX
10/27/2020  9:43:10 PM Chg.-0.012 Bid9:55:41 PM Ask9:55:41 PM Underlying Strike price Expiration date Option type
0.104EUR -10.34% 0.102
Bid Size: 2,000
0.126
Ask Size: 2,000
Fastenal Company 60.00 USD 12/10/2021 Call

Master data

WKN: MC927Z
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Call
Strike price: 60.00 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: 26.80
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.32
Parity: -1.33
Time value: 0.14
Break-even: 52.21
Moneyness: 0.74
Premium: 0.39
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 17.14%
Delta: 0.14
Theta: 0.00
Omega: 3.87
Rho: 0.04
 

Quote data

Open: 0.117
High: 0.117
Low: 0.104
Previous Close: 0.116
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.38%
1 Month
  -31.13%
3 Months
  -46.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.129 0.111
1M High / 1M Low: 0.206 0.111
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.119
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -