Morgan Stanley Call 88 VNA 17.06..../  DE000MA3QDD1  /

EUWAX
9/23/2021  5:16:19 PM Chg.+0.003 Bid5:30:03 PM Ask5:30:03 PM Underlying Strike price Expiration date Option type
0.011EUR +37.50% 0.008
Bid Size: 50,000
0.020
Ask Size: 25,000
VONOVIA SE NA O.N. 88.00 EUR 6/17/2022 Call

Master data

WKN: MA3QDD
Issuer: Morgan Stanley
Currency: EUR
Underlying: VONOVIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 88.00 EUR
Maturity: 6/17/2022
Issue date: 11/19/2020
Last trading day: 6/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 270.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.21
Parity: -3.39
Time value: 0.02
Break-even: 88.20
Moneyness: 0.61
Premium: 0.63
Premium p.a.: 0.95
Spread abs.: 0.01
Spread %: 60.00%
Delta: 0.03
Theta: 0.00
Omega: 7.18
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.012
Low: 0.008
Previous Close: 0.008
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+57.14%
1 Month
  -21.43%
3 Months
  -15.38%
YTD
  -81.03%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.008 0.007
1M High / 1M Low: 0.014 0.007
6M High / 6M Low: 0.039 0.002
High (YTD): 1/6/2021 0.048
Low (YTD): 8/6/2021 0.002
52W High: - -
52W Low: - -
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.010
Avg. volume 1M:   0.000
Avg. price 6M:   0.018
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.89%
Volatility 6M:   959.63%
Volatility 1Y:   -
Volatility 3Y:   -