Morgan Stanley Call 92.5 GXI 11.1.../  DE000MC98317  /

EUWAX
12/4/2020  9:47:19 PM Chg.+0.150 Bid9:47:19 PM Ask9:47:19 PM Underlying Strike price Expiration date Option type
0.430EUR +53.57% 0.430
Bid Size: 400
0.580
Ask Size: 400
GERRESHEIMER AG 92.50 EUR 12/11/2020 Call

Master data

WKN: MC9831
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Call
Strike price: 92.50 EUR
Maturity: 12/11/2020
Issue date: 5/22/2020
Last trading day: 12/11/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.64
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.40
Implied volatility: 0.83
Historic volatility: 0.33
Parity: 0.40
Time value: 0.18
Break-even: 98.30
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 2.08
Spread abs.: 0.15
Spread %: 25.86%
Delta: 0.64
Theta: -0.23
Omega: 10.71
Rho: 0.01
 

Quote data

Open: 0.250
High: 0.450
Low: 0.250
Previous Close: 0.280
Turnover: 740
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.27%
1 Month
  -2.27%
3 Months
  -53.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.590 0.280
1M High / 1M Low: 1.230 0.280
6M High / 6M Low: 1.260 0.190
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.410
Avg. volume 1W:   400
Avg. price 1M:   0.620
Avg. volume 1M:   181.818
Avg. price 6M:   0.728
Avg. volume 6M:   30.534
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   469.97%
Volatility 6M:   262.81%
Volatility 1Y:   -
Volatility 3Y:   -