Morgan Stanley Call 64 WBA 17.09..../  DE000MA31DQ5  /

EUWAX
7/27/2021  11:53:48 AM Chg.-0.003 Bid7/27/2021 Ask7/27/2021 Underlying Strike price Expiration date Option type
0.002EUR -60.00% 0.002
Bid Size: 7,500
0.020
Ask Size: 7,500
Walgreens Boots Alli... 64.00 USD 9/17/2021 Call

Master data

WKN: MA31DQ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Walgreens Boots Alliance
Type: Warrant
Option type: Call
Strike price: 64.00 USD
Maturity: 9/17/2021
Issue date: 11/30/2020
Last trading day: 9/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 197.08
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.28
Parity: -1.48
Time value: 0.02
Break-even: 54.42
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 8.62
Spread abs.: 0.02
Spread %: 75.00%
Delta: 0.06
Theta: -0.01
Omega: 10.98
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.002
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -91.67%
3 Months
  -96.15%
YTD
  -94.74%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.007 0.004
1M High / 1M Low: 0.033 0.004
6M High / 6M Low: 0.225 0.004
High (YTD): 1/29/2021 0.225
Low (YTD): 7/22/2021 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   0.085
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   465.73%
Volatility 6M:   267.32%
Volatility 1Y:   -
Volatility 3Y:   -