Morgan Stanley Call 145 PG 17.12..../  DE000MA2E9D8  /

EUWAX
12/3/2021  8:25:24 PM Chg.+0.090 Bid10:00:15 PM Ask10:00:15 PM Underlying Strike price Expiration date Option type
0.480EUR +23.08% -
Bid Size: -
-
Ask Size: -
Procter & Gamble Co 145.00 USD 12/17/2021 Call

Master data

WKN: MA2E9D
Issuer: Morgan Stanley
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 145.00 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: 34.28
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.20
Implied volatility: 0.41
Historic volatility: 0.12
Parity: 0.20
Time value: 0.18
Break-even: 132.05
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.48
Theta: -0.06
Omega: 16.59
Rho: 0.02
 

Quote data

Open: 0.360
High: 0.540
Low: 0.340
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.14%
1 Month  
+71.43%
3 Months  
+26.32%
YTD
  -25.00%
1 Year
  -22.58%
3 Years     -
5 Years     -
1W High / 1W Low: 0.480 0.290
1M High / 1M Low: 0.490 0.280
6M High / 6M Low: 0.500 0.104
High (YTD): 1/6/2021 0.710
Low (YTD): 10/21/2021 0.104
52W High: 1/6/2021 0.710
52W Low: 10/21/2021 0.104
Avg. price 1W:   0.404
Avg. volume 1W:   0.000
Avg. price 1M:   0.370
Avg. volume 1M:   0.000
Avg. price 6M:   0.311
Avg. volume 6M:   0.000
Avg. price 1Y:   0.371
Avg. volume 1Y:   3.150
Volatility 1M:   286.76%
Volatility 6M:   214.59%
Volatility 1Y:   179.20%
Volatility 3Y:   -