Morgan Stanley Call 155 PG 17.12..../  DE000MA2E9E6  /

EUWAX
12/2/2021  4:23:31 PM Chg.+0.003 Bid5:00:48 PM Ask5:00:48 PM Underlying Strike price Expiration date Option type
0.055EUR +5.77% 0.057
Bid Size: 25,000
0.067
Ask Size: 25,000
Procter & Gamble Co 155.00 USD 12/17/2021 Call

Master data

WKN: MA2E9E
Issuer: Morgan Stanley
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 155.00 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: 226.92
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.12
Parity: -0.76
Time value: 0.06
Break-even: 137.51
Moneyness: 0.94
Premium: 0.06
Premium p.a.: 3.44
Spread abs.: 0.01
Spread %: 17.54%
Delta: 0.13
Theta: -0.04
Omega: 29.60
Rho: 0.01
 

Quote data

Open: 0.048
High: 0.055
Low: 0.048
Previous Close: 0.052
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.84%
1 Month  
+44.74%
3 Months
  -50.00%
YTD
  -85.53%
1 Year
  -86.90%
3 Years     -
5 Years     -
1W High / 1W Low: 0.059 0.032
1M High / 1M Low: 0.067 0.032
6M High / 6M Low: 0.179 0.027
High (YTD): 1/7/2021 0.430
Low (YTD): 10/21/2021 0.027
52W High: 1/7/2021 0.430
52W Low: 10/21/2021 0.027
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.094
Avg. volume 6M:   0.000
Avg. price 1Y:   0.173
Avg. volume 1Y:   0.000
Volatility 1M:   447.01%
Volatility 6M:   239.63%
Volatility 1Y:   198.77%
Volatility 3Y:   -