Morgan Stanley Call 125 PRG 17.12.../  DE000MA2E9B2  /

EUWAX
11/23/2021  5:42:59 PM Chg.- Bid10:00:19 PM Ask10:00:19 PM Underlying Strike price Expiration date Option type
2.14EUR - -
Bid Size: -
-
Ask Size: -
PROCTER GAMBLE 125.00 - 12/17/2021 Call

Master data

WKN: MA2E9B
Issuer: Morgan Stanley
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 12/17/2021
Issue date: 9/24/2020
Last trading day: 11/24/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.25
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.43
Implied volatility: 1.93
Historic volatility: 0.12
Parity: 0.43
Time value: 1.64
Break-even: 145.70
Moneyness: 1.03
Premium: 0.13
Premium p.a.: 17.14
Spread abs.: -0.14
Spread %: -6.76%
Delta: 0.59
Theta: -0.57
Omega: 3.68
Rho: 0.02
 

Quote data

Open: 1.99
High: 2.14
Low: 1.99
Previous Close: 2.08
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+27.38%
3 Months  
+28.92%
YTD  
+38.06%
1 Year  
+36.31%
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.14 1.68
6M High / 6M Low: 2.14 0.95
High (YTD): 11/23/2021 2.14
Low (YTD): 3/4/2021 0.70
52W High: 11/23/2021 2.14
52W Low: 3/4/2021 0.70
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   1.92
Avg. volume 1M:   0.00
Avg. price 6M:   1.51
Avg. volume 6M:   9.60
Avg. price 1Y:   1.36
Avg. volume 1Y:   6.85
Volatility 1M:   41.39%
Volatility 6M:   81.77%
Volatility 1Y:   86.12%
Volatility 3Y:   -