Morgan Stanley Call 70 GXI 11.12..../  DE000MC9L068  /

EUWAX
11/25/2020  10:51:11 AM Chg.- Bid12:54:35 PM Ask11:44:50 AM Underlying Strike price Expiration date Option type
2.76EUR - 2.66
Bid Size: 3,750
2.74
Ask Size: 3,750
GERRESHEIMER AG 70.00 - 12/11/2020 Call

Master data

WKN: MC9L06
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 12/11/2020
Issue date: 5/15/2020
Last trading day: 11/25/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.51
Leverage: Yes

Calculated values

Fair value: 2.61
Intrinsic value: 2.61
Implied volatility: 1.70
Historic volatility: 0.33
Parity: 2.61
Time value: 0.14
Break-even: 97.40
Moneyness: 1.37
Premium: 0.01
Premium p.a.: 0.44
Spread abs.: 0.24
Spread %: 8.76%
Delta: 0.85
Theta: -0.18
Omega: 3.00
Rho: 0.02
 

Quote data

Open: 2.79
High: 2.79
Low: 2.76
Previous Close: 2.80
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -12.10%
1 Month  
+55.06%
3 Months
  -4.83%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.14 2.76
1M High / 1M Low: 3.43 1.67
6M High / 6M Low: 3.43 0.86
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.92
Avg. volume 1W:   0.00
Avg. price 1M:   2.55
Avg. volume 1M:   0.00
Avg. price 6M:   2.43
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.92%
Volatility 6M:   116.21%
Volatility 1Y:   -
Volatility 3Y:   -