Morgan Stanley Call 66 WBA 17.09..../  DE000MA43PH3  /

EUWAX
7/29/2021  10:33:30 AM Chg.-0.004 Bid7/29/2021 Ask7/29/2021 Underlying Strike price Expiration date Option type
0.001EUR -80.00% 0.001
Bid Size: 7,500
0.020
Ask Size: 7,500
Walgreens Boots Alli... 66.00 USD 9/17/2021 Call

Master data

WKN: MA43PH
Issuer: Morgan Stanley
Currency: EUR
Underlying: Walgreens Boots Alliance
Type: Warrant
Option type: Call
Strike price: 66.00 USD
Maturity: 9/17/2021
Issue date: 1/12/2021
Last trading day: 9/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 197.63
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.28
Parity: -1.62
Time value: 0.02
Break-even: 55.92
Moneyness: 0.71
Premium: 0.41
Premium p.a.: 11.59
Spread abs.: 0.02
Spread %: 80.00%
Delta: 0.05
Theta: -0.01
Omega: 10.65
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.005
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -94.74%
3 Months
  -97.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.005 0.003
1M High / 1M Low: 0.025 0.003
6M High / 6M Low: 0.200 0.003
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.067
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   454.63%
Volatility 6M:   269.48%
Volatility 1Y:   -
Volatility 3Y:   -