Morgan Stanley Call 85 GXI 11.12..../  DE000MC9L0D7  /

EUWAX
11/25/2020  10:51:11 AM Chg.- Bid12:54:20 PM Ask11:49:03 AM Underlying Strike price Expiration date Option type
1.28EUR - 1.18
Bid Size: 3,750
1.27
Ask Size: 3,750
GERRESHEIMER AG 85.00 - 12/11/2020 Call

Master data

WKN: MC9L0D
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 12/11/2020
Issue date: 5/15/2020
Last trading day: 11/25/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.59
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 1.14
Implied volatility: 1.11
Historic volatility: 0.33
Parity: 1.14
Time value: 0.14
Break-even: 97.70
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.76
Spread abs.: 0.24
Spread %: 18.90%
Delta: 0.77
Theta: -0.19
Omega: 5.81
Rho: 0.02
 

Quote data

Open: 1.31
High: 1.31
Low: 1.28
Previous Close: 1.32
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+109.84%
3 Months
  -30.05%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.28 1.28
1M High / 1M Low: 1.95 0.61
6M High / 6M Low: 1.95 0.38
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.28
Avg. volume 1W:   0.00
Avg. price 1M:   1.28
Avg. volume 1M:   0.00
Avg. price 6M:   1.21
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.43%
Volatility 6M:   179.12%
Volatility 1Y:   -
Volatility 3Y:   -