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

EUWAX
12/1/2020  8:53:42 AM Chg.+0.090 Bid9:36:21 AM Ask9:36:21 AM Underlying Strike price Expiration date Option type
0.680EUR +15.25% 0.550
Bid Size: 3,750
0.630
Ask Size: 3,750
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: 15.64
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.29
Implied volatility: 0.82
Historic volatility: 0.33
Parity: 0.29
Time value: 0.32
Break-even: 98.60
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 1.99
Spread abs.: 0.15
Spread %: 24.59%
Delta: 0.57
Theta: -0.17
Omega: 8.89
Rho: 0.01
 

Quote data

Open: 0.680
High: 0.680
Low: 0.680
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.64%
1 Month  
+240.00%
3 Months
  -35.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.590 0.320
1M High / 1M Low: 1.230 0.240
6M High / 6M Low: 1.260 0.190
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.621
Avg. volume 1M:   95.238
Avg. price 6M:   0.730
Avg. volume 6M:   15.385
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   427.26%
Volatility 6M:   247.65%
Volatility 1Y:   -
Volatility 3Y:   -