Morgan Stanley Call 80 GXI 11.12..../  DE000MC9L0B1  /

EUWAX
11/25/2020  10:51:12 AM Chg.- Bid12:54:20 PM Ask11:49:03 AM Underlying Strike price Expiration date Option type
1.77EUR - 1.67
Bid Size: 3,750
1.76
Ask Size: 3,750
GERRESHEIMER AG 80.00 - 12/11/2020 Call

Master data

WKN: MC9L0B
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 12/11/2020
Issue date: 5/15/2020
Last trading day: 11/25/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.55
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 1.77
Implied volatility: -
Historic volatility: 0.33
Parity: 1.77
Time value: -0.01
Break-even: 97.60
Moneyness: 1.22
Premium: 0.00
Premium p.a.: -0.04
Spread abs.: 0.25
Spread %: 14.20%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.80
High: 1.80
Low: 1.77
Previous Close: 1.82
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -2.75%
1 Month  
+98.88%
3 Months
  -13.66%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.82 1.77
1M High / 1M Low: 2.44 0.99
6M High / 6M Low: 2.44 0.53
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.80
Avg. volume 1W:   0.00
Avg. price 1M:   1.75
Avg. volume 1M:   0.00
Avg. price 6M:   1.59
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.58%
Volatility 6M:   151.93%
Volatility 1Y:   -
Volatility 3Y:   -