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

EUWAX
2/26/2021  9:56:54 PM Chg.+0.031 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
0.136EUR +29.52% 0.134
Bid Size: 1,000
0.209
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: 48.09
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.33
Parity: -0.44
Time value: 0.18
Break-even: 91.78
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 2.57
Spread abs.: 0.08
Spread %: 42.13%
Delta: 0.28
Theta: -0.06
Omega: 13.60
Rho: 0.01
 

Quote data

Open: 0.180
High: 0.181
Low: 0.130
Previous Close: 0.105
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -73.33%
1 Month
  -66.00%
3 Months
  -87.52%
YTD
  -71.06%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 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:   0.185
Avg. volume 1W:   0.000
Avg. price 1M:   0.503
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   311.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -