Morgan Stanley Call 75 GXI 11.12..../  DE000MC9L092  /

EUWAX
11/25/2020  10:51:11 AM Chg.- Bid12:53:18 PM Ask11:48:22 AM Underlying Strike price Expiration date Option type
2.26EUR - 2.16
Bid Size: 3,750
2.25
Ask Size: 3,750
GERRESHEIMER AG 75.00 - 12/11/2020 Call

Master data

WKN: MC9L09
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 12/11/2020
Issue date: 5/15/2020
Last trading day: 11/25/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.19
Leverage: Yes

Calculated values

Fair value: 1.92
Intrinsic value: 1.92
Implied volatility: 2.34
Historic volatility: 0.33
Parity: 1.92
Time value: 0.33
Break-even: 97.50
Moneyness: 1.26
Premium: 0.04
Premium p.a.: 5.02
Spread abs.: 0.25
Spread %: 11.11%
Delta: 0.80
Theta: -0.54
Omega: 3.34
Rho: 0.01
 

Quote data

Open: 2.29
High: 2.29
Low: 2.26
Previous Close: 2.31
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+25.56%
3 Months
  -0.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.93 1.80
6M High / 6M Low: 2.93 0.76
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.32
Avg. volume 1M:   0.00
Avg. price 6M:   2.03
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.50%
Volatility 6M:   122.70%
Volatility 1Y:   -
Volatility 3Y:   -