Morgan Stanley Put 35 FAST 10.12..../  DE000MC92203  /

EUWAX
10/27/2020  9:43:09 PM Chg.+0.010 Bid9:45:26 PM Ask9:45:26 PM Underlying Strike price Expiration date Option type
0.250EUR +4.17% 0.260
Bid Size: 2,000
0.290
Ask Size: 2,000
Fastenal Company 35.00 USD 12/10/2021 Put

Master data

WKN: MC9220
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Put
Strike price: 35.00 USD
Maturity: 12/10/2021
Issue date: 5/8/2020
Last trading day: 12/10/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -13.89
Leverage: Yes

Calculated values

Fair value: 1.78
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.32
Parity: -0.79
Time value: 0.27
Break-even: 26.94
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 11.11%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.260
High: 0.260
Low: 0.240
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -10.71%
3 Months
  -13.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.239
1M High / 1M Low: 0.290 0.229
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.260
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   88.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -