Morgan Stanley Call 90 VNA 17.12..../  DE000MA2AC20  /

EUWAX
9/21/2021  7:17:31 PM Chg.-0.001 Bid9/21/2021 Ask9/21/2021 Underlying Strike price Expiration date Option type
0.002EUR -33.33% 0.002
Bid Size: 50,000
0.020
Ask Size: 25,000
VONOVIA SE NA O.N. 90.00 EUR 12/17/2021 Call

Master data

WKN: MA2AC2
Issuer: Morgan Stanley
Currency: EUR
Underlying: VONOVIA SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 12/17/2021
Issue date: 9/14/2020
Last trading day: 12/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 248.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.21
Parity: -3.77
Time value: 0.02
Break-even: 90.21
Moneyness: 0.58
Premium: 0.73
Premium p.a.: 8.86
Spread abs.: 0.02
Spread %: 85.71%
Delta: 0.03
Theta: -0.01
Omega: 8.40
Rho: 0.00
 

Quote data

Open: 0.005
High: 0.005
Low: 0.002
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -60.00%
3 Months
  -66.67%
YTD
  -92.31%
1 Year
  -94.87%
3 Years     -
5 Years     -
1W High / 1W Low: 0.003 0.003
1M High / 1M Low: 0.005 0.002
6M High / 6M Low: 0.019 0.001
High (YTD): 1/4/2021 0.021
Low (YTD): 8/6/2021 0.001
52W High: 10/8/2020 0.046
52W Low: 8/6/2021 0.001
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.007
Avg. volume 6M:   0.000
Avg. price 1Y:   0.015
Avg. volume 1Y:   0.000
Volatility 1M:   329.28%
Volatility 6M:   1,022.02%
Volatility 1Y:   1,911.14%
Volatility 3Y:   -