Morgan Stanley Call 92.5 NEM 18.0.../  DE000MA88YF4  /

EUWAX
10/19/2021  11:24:57 AM Chg.+0.110 Bid11:25:21 AM Ask11:25:21 AM Underlying Strike price Expiration date Option type
0.960EUR +12.94% 0.950
Bid Size: 5,000
0.970
Ask Size: 5,000
NEMETSCHEK SE O.N. 92.50 - 3/18/2022 Call

Master data

WKN: MA88YF
Issuer: Morgan Stanley
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 92.50 -
Maturity: 3/18/2022
Issue date: 7/28/2021
Last trading day: 3/18/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.42
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.32
Parity: -0.08
Time value: 0.88
Break-even: 101.30
Moneyness: 0.99
Premium: 0.10
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 3.41%
Delta: 0.38
Theta: -0.01
Omega: 3.98
Rho: 0.11
 

Quote data

Open: 0.930
High: 0.960
Low: 0.930
Previous Close: 0.850
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+81.13%
1 Month  
+92.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.850 0.530
1M High / 1M Low: 0.850 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.684
Avg. volume 1W:   0.000
Avg. price 1M:   0.624
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -