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Morgan Stanley Call 54 CCC3 21.06.../  DE000MD9RCW5  /

EUWAX
2024-05-27  8:51:42 PM Chg.- Bid8:13:26 AM Ask8:13:26 AM Underlying Strike price Expiration date Option type
0.760EUR - 0.770
Bid Size: 10,000		 0.780
Ask Size: 10,000		 COCA-COLA CO. D... 54.00 - 2024-06-21 Call
 

Master data

WKN: MD9RCW
Issuer: Morgan Stanley
Currency: EUR
Underlying: COCA-COLA CO. DL-,25
Type: Warrant
Option type: Call
Strike price: 54.00 -
Maturity: 2024-06-21
Issue date: 2022-10-26
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.42
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.32
Implied volatility: 1.02
Historic volatility: 0.12
Parity: 0.32
Time value: 0.45
Break-even: 61.70
Moneyness: 1.06
Premium: 0.08
Premium p.a.: 2.05
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.64
Theta: -0.12
Omega: 4.74
Rho: 0.02
 

Quote data

Open: 0.780
High: 0.780
Low: 0.750
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.32%
1 Month
  -1.30%
3 Months  
+18.75%
YTD  
+28.81%
1 Year
  -13.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.760
1M High / 1M Low: 0.910 0.760
6M High / 6M Low: 0.910 0.470
High (YTD): 2024-05-13 0.910
Low (YTD): 2024-04-16 0.470
52W High: 2023-07-26 0.990
52W Low: 2023-10-09 0.310
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   0.826
Avg. volume 1M:   72.400
Avg. price 6M:   0.664
Avg. volume 6M:   19.742
Avg. price 1Y:   0.687
Avg. volume 1Y:   9.600
Volatility 1M:   59.78%
Volatility 6M:   84.63%
Volatility 1Y:   84.16%
Volatility 3Y:   -