Morgan Stanley Put 45 FAST 17.12..../  DE000MA1AUU7  /

EUWAX
10/30/2020  9:44:15 PM Chg.-0.010 Bid9:44:15 PM Ask9:44:15 PM Underlying Strike price Expiration date Option type
0.640EUR -1.54% 0.640
Bid Size: 2,000
0.670
Ask Size: 2,000
Fastenal Company 45.00 USD 12/17/2021 Put

Master data

WKN: MA1AUU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Fastenal Company
Type: Warrant
Option type: Put
Strike price: 45.00 USD
Maturity: 12/17/2021
Issue date: 7/24/2020
Last trading day: 12/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -5.54
Leverage: Yes

Calculated values

Fair value: 3.49
Intrinsic value: 0.15
Implied volatility: -
Historic volatility: 0.32
Parity: 0.15
Time value: 0.52
Break-even: 31.94
Moneyness: 1.04
Premium: 0.14
Premium p.a.: 0.12
Spread abs.: 0.03
Spread %: 4.48%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.660
High: 0.680
Low: 0.640
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.34%
1 Month  
+1.59%
3 Months  
+3.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.650 0.590
1M High / 1M Low: 0.650 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.630
Avg. volume 1W:   0.000
Avg. price 1M:   0.607
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -