Morgan Stanley Put 37.5 FAS 17.12.../  DE000MA2ER78  /

EUWAX
11/24/2020  1:57:34 PM Chg.-0.013 Bid2:00:13 PM Ask2:00:13 PM Underlying Strike price Expiration date Option type
0.207EUR -5.91% 0.207
Bid Size: 3,750
0.231
Ask Size: 3,750
FASTENAL CO. D... 37.50 - 12/17/2021 Put

Master data

WKN: MA2ER7
Issuer: Morgan Stanley
Currency: EUR
Underlying: FASTENAL CO. DL-,01
Type: Warrant
Option type: Put
Strike price: 37.50 -
Maturity: 12/17/2021
Issue date: 9/24/2020
Last trading day: 12/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -17.59
Leverage: Yes

Calculated values

Fair value: 2.68
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.32
Parity: -0.30
Time value: 0.23
Break-even: 35.20
Moneyness: 0.93
Premium: 0.13
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 4.35%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.204
High: 0.207
Low: 0.202
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.11%
1 Month
  -33.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.241 0.220
1M High / 1M Low: 0.350 0.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.275
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -