Morgan Stanley Put 70 GXI 11.12.2.../  DE000MC98SX4  /

EUWAX
11/25/2020  11:18:34 AM Chg.- Bid12:50:01 PM Ask11:37:59 AM Underlying Strike price Expiration date Option type
0.107EUR - 0.107
Bid Size: 3,750
0.190
Ask Size: 3,750
GERRESHEIMER AG 70.00 - 12/11/2020 Put

Master data

WKN: MC98SX
Issuer: Morgan Stanley
Currency: EUR
Underlying: GERRESHEIMER AG
Type: Warrant
Option type: Put
Strike price: 70.00 -
Maturity: 12/11/2020
Issue date: 5/22/2020
Last trading day: 11/25/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -50.55
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.48
Historic volatility: 0.33
Parity: -2.61
Time value: 0.19
Break-even: 68.10
Moneyness: 0.73
Premium: 0.29
Premium p.a.: 0.00
Spread abs.: 0.11
Spread %: 57.89%
Delta: -0.12
Theta: -0.22
Omega: -6.14
Rho: -0.01
 

Quote data

Open: 0.074
High: 0.107
Low: 0.074
Previous Close: 0.077
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -10.08%
1 Month
  -26.71%
3 Months
  -37.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.077
1M High / 1M Low: 0.210 0.077
6M High / 6M Low: 0.650 0.077
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   0.250
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   320.23%
Volatility 6M:   230.38%
Volatility 1Y:   -
Volatility 3Y:   -