Morgan Stanley Call 9 XCA 17.12.2.../  DE000MA2N2E0  /

EUWAX
11/1/2021  4:45:25 PM Chg.- Bid10:00:19 PM Ask10:00:19 PM Underlying Strike price Expiration date Option type
4.31EUR - -
Bid Size: -
-
Ask Size: -
CREDIT AGRICOLE INH.... 9.00 EUR 12/17/2021 Call

Master data

WKN: MA2N2E
Issuer: Morgan Stanley
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 9.00 EUR
Maturity: 12/17/2021
Issue date: 10/5/2020
Last trading day: 11/2/2021
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.79
Leverage: Yes

Calculated values

Fair value: 3.07
Intrinsic value: 3.07
Implied volatility: 2.79
Historic volatility: 0.26
Parity: 3.07
Time value: 1.26
Break-even: 13.33
Moneyness: 1.34
Premium: 0.10
Premium p.a.: 5.16
Spread abs.: 0.04
Spread %: 0.92%
Delta: 0.77
Theta: -0.05
Omega: 2.14
Rho: 0.00
 

Quote data

Open: 4.28
High: 4.31
Low: 4.28
Previous Close: 4.07
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+7.48%
3 Months  
+32.62%
YTD  
+105.24%
1 Year  
+167.70%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 4.31 4.01
6M High / 6M Low: 4.31 2.28
High (YTD): 5/17/2021 4.45
Low (YTD): 1/29/2021 1.30
52W High: 5/17/2021 4.45
52W Low: 1/29/2021 1.30
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   4.11
Avg. volume 1M:   0.00
Avg. price 6M:   3.25
Avg. volume 6M:   0.00
Avg. price 1Y:   3.01
Avg. volume 1Y:   0.00
Volatility 1M:   47.19%
Volatility 6M:   89.19%
Volatility 1Y:   94.41%
Volatility 3Y:   -