Morgan Stanley Put 25 IXD1 18.03..../  DE000MC9WA09  /

EUWAX
11/26/2021  6:56:54 PM Chg.+0.043 Bid10:00:19 PM Ask10:00:19 PM Underlying Strike price Expiration date Option type
0.094EUR +84.31% -
Bid Size: -
-
Ask Size: -
INDITEX INH. EO... 25.00 EUR 3/18/2022 Put

Master data

WKN: MC9WA0
Issuer: Morgan Stanley
Currency: EUR
Underlying: INDITEX INH. EO 0,03
Type: Warrant
Option type: Put
Strike price: 25.00 EUR
Maturity: 3/18/2022
Issue date: 4/13/2021
Last trading day: 3/18/2022
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -26.58
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.25
Parity: -0.42
Time value: 0.11
Break-even: 23.90
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.74
Spread abs.: 0.02
Spread %: 14.55%
Delta: -0.57
Theta: -0.03
Omega: -15.28
Rho: -0.05
 

Quote data

Open: 0.063
High: 0.094
Low: 0.063
Previous Close: 0.051
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+74.07%
1 Month  
+88.00%
3 Months  
+3.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.094 0.042
1M High / 1M Low: 0.094 0.037
6M High / 6M Low: 0.136 0.037
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.045
Avg. volume 1M:   0.000
Avg. price 6M:   0.073
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   355.09%
Volatility 6M:   207.65%
Volatility 1Y:   -
Volatility 3Y:   -