Morgan Stanley Put 45 WBA 17.09.2.../  DE000MA795T0  /

EUWAX
7/23/2021  12:45:04 PM Chg.-0.018 Bid4:49:57 PM Ask4:49:57 PM Underlying Strike price Expiration date Option type
0.096EUR -15.79% 0.111
Bid Size: 80,000
0.121
Ask Size: 80,000
Walgreens Boots Alli... 45.00 USD 9/17/2021 Put

Master data

WKN: MA795T
Issuer: Morgan Stanley
Currency: EUR
Underlying: Walgreens Boots Alliance
Type: Warrant
Option type: Put
Strike price: 45.00 USD
Maturity: 9/17/2021
Issue date: 6/3/2021
Last trading day: 9/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -33.19
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: -
Historic volatility: 0.28
Parity: -0.13
Time value: 0.12
Break-even: 37.04
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 7.56%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.106
High: 0.106
Low: 0.096
Previous Close: 0.114
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.87%
1 Month  
+52.38%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.168 0.114
1M High / 1M Low: 0.168 0.059
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.108
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   346.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -