Morgan Stanley Call 87.5 GXI 11.1.../  DE000MC9L0E5  /

EUWAX
11/25/2020  10:51:11 AM Chg.- Bid12:53:18 PM Ask11:44:03 AM Underlying Strike price Expiration date Option type
1.04EUR - 0.94
Bid Size: 3,750
1.03
Ask Size: 3,750
GERRESHEIMER AG 87.50 - 12/11/2020 Call

Master data

WKN: MC9L0E
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 87.50 -
Maturity: 12/11/2020
Issue date: 5/15/2020
Last trading day: 11/25/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.26
Leverage: Yes

Calculated values

Fair value: 0.79
Intrinsic value: 0.79
Implied volatility: 0.97
Historic volatility: 0.33
Parity: 0.79
Time value: 0.24
Break-even: 97.80
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 1.01
Spread abs.: 0.23
Spread %: 22.33%
Delta: 0.68
Theta: -0.16
Omega: 6.27
Rho: 0.02
 

Quote data

Open: 1.07
High: 1.07
Low: 1.04
Previous Close: 1.08
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -26.24%
1 Month  
+197.14%
3 Months
  -19.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.26 1.04
1M High / 1M Low: 1.70 0.35
6M High / 6M Low: 1.70 0.33
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   0.96
Avg. volume 1M:   0.00
Avg. price 6M:   1.03
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   258.78%
Volatility 6M:   193.99%
Volatility 1Y:   -
Volatility 3Y:   -