Morgan Stanley Call 90 GXI 19.03..../  DE000MA222L2  /

EUWAX
3/2/2021  9:23:15 PM Chg.-0.024 Bid9:52:08 PM Ask9:52:08 PM Underlying Strike price Expiration date Option type
0.140EUR -14.63% 0.140
Bid Size: 1,000
0.195
Ask Size: 1,000
GERRESHEIMER AG 90.00 - 3/19/2021 Call

Master data

WKN: MA222L
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 3/19/2021
Issue date: 10/19/2020
Last trading day: 3/19/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 37.46
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.33
Parity: -0.24
Time value: 0.23
Break-even: 92.34
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 2.06
Spread abs.: 0.07
Spread %: 29.91%
Delta: 0.35
Theta: -0.07
Omega: 13.24
Rho: 0.01
 

Quote data

Open: 0.201
High: 0.225
Low: 0.139
Previous Close: 0.164
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.95%
1 Month
  -70.21%
3 Months
  -85.11%
YTD
  -70.21%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.164 0.105
1M High / 1M Low: 0.790 0.105
6M High / 6M Low: - -
High (YTD): 2/12/2021 0.790
Low (YTD): 2/25/2021 0.105
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.502
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   327.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -