Morgan Stanley Call 77.5 GXI 11.1.../  DE000MC9L0A3  /

EUWAX
11/25/2020  10:51:12 AM Chg.- Bid12:54:35 PM Ask11:44:50 AM Underlying Strike price Expiration date Option type
2.01EUR - 1.92
Bid Size: 3,750
2.00
Ask Size: 3,750
GERRESHEIMER AG 77.50 - 12/11/2020 Call

Master data

WKN: MC9L0A
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 77.50 -
Maturity: 12/11/2020
Issue date: 5/15/2020
Last trading day: 11/25/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.77
Leverage: Yes

Calculated values

Fair value: 1.79
Intrinsic value: 1.79
Implied volatility: 1.48
Historic volatility: 0.33
Parity: 1.79
Time value: 0.21
Break-even: 97.50
Moneyness: 1.23
Premium: 0.02
Premium p.a.: 0.84
Spread abs.: 0.24
Spread %: 12.00%
Delta: 0.79
Theta: -0.21
Omega: 3.78
Rho: 0.02
 

Quote data

Open: 2.05
High: 2.05
Low: 2.01
Previous Close: 2.06
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -10.27%
1 Month  
+82.73%
3 Months
  -6.07%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.24 2.01
1M High / 1M Low: 2.69 1.10
6M High / 6M Low: 2.69 0.64
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.10
Avg. volume 1W:   0.00
Avg. price 1M:   1.94
Avg. volume 1M:   0.00
Avg. price 6M:   1.80
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.95%
Volatility 6M:   138.52%
Volatility 1Y:   -
Volatility 3Y:   -