Morgan Stanley Call 135 PG 17.12..../  DE000MA2E9C0  /

EUWAX
11/26/2021  8:55:03 PM Chg.-0.16 Bid10:00:18 PM Ask10:00:18 PM Underlying Strike price Expiration date Option type
1.10EUR -12.70% -
Bid Size: -
-
Ask Size: -
Procter & Gamble Co 135.00 USD 12/17/2021 Call

Master data

WKN: MA2E9C
Issuer: Morgan Stanley
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 12/17/2021
Issue date: 9/24/2020
Last trading day: 12/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.28
Leverage: Yes

Calculated values

Fair value: 1.22
Intrinsic value: 1.22
Implied volatility: 0.66
Historic volatility: 0.12
Parity: 1.22
Time value: 0.07
Break-even: 133.34
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 1.55%
Delta: 0.68
Theta: -0.06
Omega: 7.04
Rho: 0.04
 

Quote data

Open: 1.02
High: 1.26
Low: 1.02
Previous Close: 1.26
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.51%
1 Month  
+50.68%
3 Months  
+30.95%
YTD  
+6.80%
1 Year
  -0.90%
3 Years     -
5 Years     -
1W High / 1W Low: 1.32 1.10
1M High / 1M Low: 1.32 0.73
6M High / 6M Low: 1.32 0.45
High (YTD): 11/23/2021 1.32
Low (YTD): 3/4/2021 0.40
52W High: 11/23/2021 1.32
52W Low: 3/4/2021 0.40
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.03
Avg. volume 1M:   0.00
Avg. price 6M:   0.81
Avg. volume 6M:   132.74
Avg. price 1Y:   0.79
Avg. volume 1Y:   86.68
Volatility 1M:   106.72%
Volatility 6M:   126.72%
Volatility 1Y:   116.69%
Volatility 3Y:   -