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

EUWAX
12/2/2021  10:00:40 AM Chg.-0.040 Bid11:14:46 AM Ask11:14:46 AM Underlying Strike price Expiration date Option type
0.340EUR -10.53% 0.370
Bid Size: 1,000
0.390
Ask Size: 1,000
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: 38.04
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.12
Implied volatility: 0.40
Historic volatility: 0.12
Parity: 0.12
Time value: 0.22
Break-even: 131.50
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.50
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.45
Theta: -0.05
Omega: 17.08
Rho: 0.02
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.44%
1 Month  
+54.55%
3 Months
  -5.56%
YTD
  -46.88%
1 Year
  -50.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.480 0.290
1M High / 1M Low: 0.490 0.220
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:   0.390
Avg. volume 1W:   0.000
Avg. price 1M:   0.352
Avg. volume 1M:   0.000
Avg. price 6M:   0.308
Avg. volume 6M:   0.000
Avg. price 1Y:   0.373
Avg. volume 1Y:   3.150
Volatility 1M:   283.45%
Volatility 6M:   216.29%
Volatility 1Y:   177.99%
Volatility 3Y:   -