Morgan Stanley Call 150 PG 17.12..../  DE000MA54538  /

EUWAX
12/7/2021  6:13:05 PM Chg.-0.040 Bid6:21:06 PM Ask6:21:06 PM Underlying Strike price Expiration date Option type
0.270EUR -12.90% 0.250
Bid Size: 10,000
0.260
Ask Size: 10,000
Procter & Gamble Co 150.00 USD 12/17/2021 Call

Master data

WKN: MA5453
Issuer: Morgan Stanley
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 150.00 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: 42.14
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.19
Implied volatility: 0.37
Historic volatility: 0.12
Parity: 0.19
Time value: 0.13
Break-even: 136.14
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 3.13%
Delta: 0.50
Theta: -0.06
Omega: 21.21
Rho: 0.02
 

Quote data

Open: 0.340
High: 0.340
Low: 0.270
Previous Close: 0.310
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+260.00%
1 Month  
+164.71%
3 Months  
+100.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.310 0.075
1M High / 1M Low: 0.310 0.075
6M High / 6M Low: 0.310 0.032
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.130
Avg. volume 1M:   0.000
Avg. price 6M:   0.117
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   499.68%
Volatility 6M:   284.77%
Volatility 1Y:   -
Volatility 3Y:   -