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

EUWAX
12/7/2021  8:15:31 PM Chg.-0.04 Bid8:20:27 PM Ask8:20:27 PM Underlying Strike price Expiration date Option type
1.52EUR -2.56% 1.52
Bid Size: 10,000
1.53
Ask Size: 10,000
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: 8.59
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 1.52
Implied volatility: 0.85
Historic volatility: 0.12
Parity: 1.52
Time value: 0.05
Break-even: 135.34
Moneyness: 1.13
Premium: 0.00
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 0.64%
Delta: 0.79
Theta: -0.13
Omega: 6.80
Rho: 0.02
 

Quote data

Open: 1.62
High: 1.62
Low: 1.52
Previous Close: 1.56
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.50%
1 Month  
+50.50%
3 Months  
+70.79%
YTD  
+47.57%
1 Year  
+50.50%
3 Years     -
5 Years     -
1W High / 1W Low: 1.56 1.01
1M High / 1M Low: 1.56 0.95
6M High / 6M Low: 1.56 0.45
High (YTD): 12/6/2021 1.56
Low (YTD): 3/4/2021 0.40
52W High: 12/6/2021 1.56
52W Low: 3/4/2021 0.40
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.17
Avg. volume 1M:   0.00
Avg. price 6M:   0.84
Avg. volume 6M:   95.59
Avg. price 1Y:   0.79
Avg. volume 1Y:   86.68
Volatility 1M:   157.55%
Volatility 6M:   131.85%
Volatility 1Y:   122.30%
Volatility 3Y:   -