Morgan Stanley Call 95 NEM 17.06..../  DE000MA7UAA6  /

EUWAX
9/17/2021  9:45:29 PM Chg.-0.090 Bid9/17/2021 Ask9/17/2021 Underlying Strike price Expiration date Option type
0.580EUR -13.43% 0.580
Bid Size: 5,000
0.620
Ask Size: 5,000
NEMETSCHEK SE O.N. 95.00 - 6/17/2022 Call

Master data

WKN: MA7UAA
Issuer: Morgan Stanley
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 95.00 -
Maturity: 6/17/2022
Issue date: 7/1/2021
Last trading day: 6/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.94
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.66
Historic volatility: 0.33
Parity: -0.86
Time value: 0.62
Break-even: 101.20
Moneyness: 0.91
Premium: 0.17
Premium p.a.: 0.24
Spread abs.: 0.04
Spread %: 6.45%
Delta: 0.27
Theta: 0.00
Omega: 3.75
Rho: 0.13
 

Quote data

Open: 0.660
High: 0.660
Low: 0.570
Previous Close: 0.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.94%
1 Month  
+38.10%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.670 0.550
1M High / 1M Low: 0.670 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.527
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -