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

EUWAX
9/24/2021  9:37:33 PM Chg.-0.020 Bid10:00:18 PM Ask10:00:18 PM Underlying Strike price Expiration date Option type
0.700EUR -2.78% -
Bid Size: -
-
Ask Size: -
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: 12.07
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.32
Parity: -0.20
Time value: 0.75
Break-even: 100.00
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 2.67%
Delta: 0.34
Theta: -0.01
Omega: 4.14
Rho: 0.11
 

Quote data

Open: 0.670
High: 0.700
Low: 0.640
Previous Close: 0.720
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month  
+79.49%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.720 0.490
1M High / 1M Low: 0.720 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.636
Avg. volume 1W:   0.000
Avg. price 1M:   0.503
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -