Morgan Stanley Call 140 PG 17.12..../  DE000MA252J3  /

EUWAX
12/7/2021  7:21:01 PM Chg.0.00 Bid8:22:19 PM Ask8:22:19 PM Underlying Strike price Expiration date Option type
1.10EUR 0.00% 1.08
Bid Size: 10,000
1.09
Ask Size: 10,000
Procter & Gamble Co 140.00 USD 12/17/2021 Call

Master data

WKN: MA252J
Issuer: Morgan Stanley
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 12/17/2021
Issue date: 10/22/2020
Last trading day: 12/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.83
Leverage: Yes

Calculated values

Fair value: 1.08
Intrinsic value: 1.08
Implied volatility: 0.70
Historic volatility: 0.12
Parity: 1.08
Time value: 0.06
Break-even: 135.47
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.88%
Delta: 0.74
Theta: -0.11
Omega: 8.76
Rho: 0.02
 

Quote data

Open: 1.17
High: 1.18
Low: 1.09
Previous Close: 1.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+77.42%
1 Month  
+74.60%
3 Months  
+86.44%
YTD  
+34.15%
1 Year  
+35.80%
3 Years     -
5 Years     -
1W High / 1W Low: 1.10 0.62
1M High / 1M Low: 1.10 0.57
6M High / 6M Low: 1.10 0.29
High (YTD): 12/6/2021 1.10
Low (YTD): 10/21/2021 0.29
52W High: 12/6/2021 1.10
52W Low: 10/21/2021 0.29
Avg. price 1W:   0.83
Avg. volume 1W:   0.00
Avg. price 1M:   0.76
Avg. volume 1M:   0.00
Avg. price 6M:   0.54
Avg. volume 6M:   0.00
Avg. price 1Y:   0.55
Avg. volume 1Y:   31.50
Volatility 1M:   223.10%
Volatility 6M:   173.87%
Volatility 1Y:   149.71%
Volatility 3Y:   -