Morgan Stanley Call 72.5 GXI 11.1.../  DE000MC9L084  /

EUWAX
11/25/2020  10:51:11 AM Chg.- Bid12:54:20 PM Ask11:44:51 AM Underlying Strike price Expiration date Option type
2.51EUR - 2.41
Bid Size: 3,750
2.49
Ask Size: 3,750
GERRESHEIMER AG 72.50 - 12/11/2020 Call

Master data

WKN: MC9L08
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 72.50 -
Maturity: 12/11/2020
Issue date: 5/15/2020
Last trading day: 11/25/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.88
Leverage: Yes

Calculated values

Fair value: 2.40
Intrinsic value: 2.40
Implied volatility: 2.01
Historic volatility: 0.33
Parity: 2.40
Time value: 0.09
Break-even: 97.40
Moneyness: 1.33
Premium: 0.01
Premium p.a.: 0.76
Spread abs.: 0.24
Spread %: 9.64%
Delta: 0.89
Theta: -0.31
Omega: 3.43
Rho: 0.01
 

Quote data

Open: 2.54
High: 2.54
Low: 2.51
Previous Close: 2.56
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+15.14%
3 Months  
+0.40%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 3.18 2.13
6M High / 6M Low: 3.18 0.90
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.61
Avg. volume 1M:   0.00
Avg. price 6M:   2.26
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.07%
Volatility 6M:   113.05%
Volatility 1Y:   -
Volatility 3Y:   -