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

EUWAX
10/27/2020  1:43:31 PM Chg.0.000 Bid4:22:23 PM Ask4:22:23 PM Underlying Strike price Expiration date Option type
0.310EUR 0.00% 0.330
Bid Size: 30,000
0.340
Ask Size: 30,000
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: -11.03
Leverage: Yes

Calculated values

Fair value: 3.20
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.32
Parity: 0.00
Time value: 0.34
Break-even: 34.10
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 8.82%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.13%
1 Month
  -11.43%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.340 0.310
1M High / 1M Low: 0.360 0.300
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.331
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.07%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -