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

EUWAX
11/24/2020  9:58:20 PM Chg.-0.170 Bid9:58:20 PM Ask9:58:20 PM Underlying Strike price Expiration date Option type
0.850EUR -16.67% 0.850
Bid Size: 400
1.000
Ask Size: 400
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: 12/11/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.86
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.84
Implied volatility: 0.94
Historic volatility: 0.32
Parity: 0.84
Time value: 0.27
Break-even: 101.10
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.79
Spread abs.: 0.07
Spread %: 6.31%
Delta: 0.66
Theta: -0.13
Omega: 5.87
Rho: 0.03
 

Quote data

Open: 1.100
High: 1.100
Low: 0.820
Previous Close: 1.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.27%
1 Month  
+102.38%
3 Months
  -29.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.170 0.850
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:   1.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.721
Avg. volume 1M:   0.000
Avg. price 6M:   0.856
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   300.75%
Volatility 6M:   236.60%
Volatility 1Y:   -
Volatility 3Y:   -