Morgan Stanley Call 92.5 NEM 17.0.../  DE000MA88YG2  /

EUWAX
9/22/2021  9:32:06 PM Chg.- Bid10:00:18 PM Ask10:00:18 PM Underlying Strike price Expiration date Option type
0.840EUR - -
Bid Size: -
-
Ask Size: -
NEMETSCHEK SE O.N. 92.50 - 6/17/2022 Call

Master data

WKN: MA88YG
Issuer: Morgan Stanley
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 92.50 -
Maturity: 6/17/2022
Issue date: 7/28/2021
Last trading day: 6/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.82
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.32
Parity: -0.27
Time value: 0.83
Break-even: 100.80
Moneyness: 0.97
Premium: 0.12
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 4.82%
Delta: 0.32
Theta: 0.00
Omega: 3.48
Rho: 0.15
 

Quote data

Open: 0.830
High: 0.860
Low: 0.830
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+47.37%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.840 0.650
1M High / 1M Low: 0.840 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.744
Avg. volume 1W:   0.000
Avg. price 1M:   0.635
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -