Morgan Stanley Call 135 PG 17.12..../  DE000MA544W6  /

EUWAX
12/3/2021  4:31:07 PM Chg.+0.010 Bid6:21:00 PM Ask6:21:00 PM Underlying Strike price Expiration date Option type
0.820EUR +1.23% 0.820
Bid Size: 25,000
0.830
Ask Size: 25,000
Procter & Gamble Co 135.00 USD 12/17/2021 Call

Master data

WKN: MA544W
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: 3/12/2021
Last trading day: 12/17/2021
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 16.08
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 1.08
Implied volatility: -
Historic volatility: 0.12
Parity: 1.08
Time value: -0.27
Break-even: 127.51
Moneyness: 1.09
Premium: -0.02
Premium p.a.: -0.43
Spread abs.: 0.01
Spread %: 1.23%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.790
High: 0.820
Low: 0.780
Previous Close: 0.810
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.49%
1 Month  
+20.59%
3 Months  
+43.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.850 0.740
1M High / 1M Low: 0.850 0.680
6M High / 6M Low: 0.850 0.280
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   0.773
Avg. volume 1M:   0.000
Avg. price 6M:   0.527
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.43%
Volatility 6M:   94.76%
Volatility 1Y:   -
Volatility 3Y:   -