Morgan Stanley Call 90 GXI 11.12..../  DE000MC9L0F2  /

EUWAX
11/25/2020  10:51:11 AM Chg.- Bid12:52:19 PM Ask11:44:50 AM Underlying Strike price Expiration date Option type
0.810EUR - 0.720
Bid Size: 3,750
0.810
Ask Size: 3,750
GERRESHEIMER AG 90.00 - 12/11/2020 Call

Master data

WKN: MC9L0F
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 12/11/2020
Issue date: 5/15/2020
Last trading day: 11/25/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.86
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.61
Implied volatility: 0.79
Historic volatility: 0.33
Parity: 0.61
Time value: 0.21
Break-even: 98.10
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.73
Spread abs.: 0.22
Spread %: 27.16%
Delta: 0.64
Theta: -0.12
Omega: 7.63
Rho: 0.02
 

Quote data

Open: 0.830
High: 0.830
Low: 0.810
Previous Close: 0.850
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -30.77%
1 Month  
+189.29%
3 Months
  -28.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.170 0.810
1M High / 1M Low: 1.460 0.250
6M High / 6M Low: 1.460 0.175
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.962
Avg. volume 1W:   0.000
Avg. price 1M:   0.745
Avg. volume 1M:   0.000
Avg. price 6M:   0.866
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   302.55%
Volatility 6M:   237.38%
Volatility 1Y:   -
Volatility 3Y:   -