Morgan Stanley Put 20 IXD1 17.06..../  DE000MA4DEE3  /

EUWAX
5/17/2022  9:54:51 PM Chg.-0.010 Bid10:00:19 PM Ask10:00:19 PM Underlying Strike price Expiration date Option type
0.047EUR -17.54% -
Bid Size: -
-
Ask Size: -
INDITEX INH. EO... 20.00 EUR 6/17/2022 Put

Master data

WKN: MA4DEE
Issuer: Morgan Stanley
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Put
Strike price: 20.00 EUR
Maturity: 6/17/2022
Issue date: 12/28/2020
Last trading day: 6/17/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -28.00
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.30
Parity: -0.07
Time value: 0.07
Break-even: 19.26
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 1.23
Spread abs.: 0.02
Spread %: 21.62%
Delta: -0.54
Theta: -0.03
Omega: -15.23
Rho: -0.01
 

Quote data

Open: 0.058
High: 0.063
Low: 0.047
Previous Close: 0.057
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.77%
1 Month
  -58.41%
3 Months  
+2.17%
YTD
  -14.55%
1 Year  
+6.82%
3 Years     -
5 Years     -
1W High / 1W Low: 0.114 0.047
1M High / 1M Low: 0.122 0.047
6M High / 6M Low: 0.210 0.037
High (YTD): 3/7/2022 0.210
Low (YTD): 2/1/2022 0.039
52W High: 3/7/2022 0.210
52W Low: 9/21/2021 0.024
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   0.060
Avg. volume 1Y:   0.000
Volatility 1M:   316.90%
Volatility 6M:   271.59%
Volatility 1Y:   221.79%
Volatility 3Y:   -