Morgan Stanley Put 50 WBA 17.09.2.../  DE000MA795L7  /

EUWAX
7/30/2021  12:47:35 PM Chg.-0.020 Bid7/30/2021 Ask7/30/2021 Underlying Strike price Expiration date Option type
0.320EUR -5.88% 0.320
Bid Size: 7,500
0.340
Ask Size: 7,500
Walgreens Boots Alli... 50.00 USD 9/17/2021 Put

Master data

WKN: MA795L
Issuer: Morgan Stanley
Currency: EUR
Underlying: Walgreens Boots Alliance
Type: Warrant
Option type: Put
Strike price: 50.00 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: -11.32
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.24
Implied volatility: -
Historic volatility: 0.27
Parity: 0.24
Time value: 0.11
Break-even: 38.55
Moneyness: 1.06
Premium: 0.03
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.86%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.330
High: 0.330
Low: 0.320
Previous Close: 0.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.79%
1 Month  
+88.24%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.330
1M High / 1M Low: 0.470 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.359
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   274.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -