Morgan Stanley Call 82.5 GXI 11.1.../  DE000MC9L0C9  /

EUWAX
11/25/2020  10:51:11 AM Chg.- Bid12:53:18 PM Ask11:48:22 AM Underlying Strike price Expiration date Option type
1.52EUR - 1.42
Bid Size: 3,750
1.51
Ask Size: 3,750
GERRESHEIMER AG 82.50 - 12/11/2020 Call

Master data

WKN: MC9L0C
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 82.50 -
Maturity: 12/11/2020
Issue date: 5/15/2020
Last trading day: 11/25/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.25
Leverage: Yes

Calculated values

Fair value: 1.19
Intrinsic value: 1.19
Implied volatility: 1.64
Historic volatility: 0.33
Parity: 1.19
Time value: 0.32
Break-even: 97.60
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 3.58
Spread abs.: 0.24
Spread %: 15.89%
Delta: 0.73
Theta: -0.39
Omega: 4.59
Rho: 0.01
 

Quote data

Open: 1.55
High: 1.55
Low: 1.52
Previous Close: 1.57
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+38.18%
3 Months
  -6.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.19 1.10
6M High / 6M Low: 2.19 0.45
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.59
Avg. volume 1M:   0.00
Avg. price 6M:   1.41
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.68%
Volatility 6M:   157.48%
Volatility 1Y:   -
Volatility 3Y:   -