Morgan Stanley Call 165 PG 17.12..../  DE000MA2E9F3  /

EUWAX
12/2/2021  10:00:41 AM Chg.-0.004 Bid10:19:56 AM Ask10:19:56 AM Underlying Strike price Expiration date Option type
0.021EUR -16.00% 0.021
Bid Size: 1,000
0.037
Ask Size: 1,000
Procter & Gamble Co 165.00 USD 12/17/2021 Call

Master data

WKN: MA2E9F
Issuer: Morgan Stanley
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Call
Strike price: 165.00 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: 380.42
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.12
Parity: -1.64
Time value: 0.03
Break-even: 146.11
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 18.43
Spread abs.: 0.01
Spread %: 29.41%
Delta: 0.07
Theta: -0.04
Omega: 25.50
Rho: 0.00
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.025
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -12.50%
3 Months
  -54.35%
YTD
  -90.87%
1 Year
  -92.22%
3 Years     -
5 Years     -
1W High / 1W Low: 0.027 0.008
1M High / 1M Low: 0.031 0.008
6M High / 6M Low: 0.079 0.008
High (YTD): 1/7/2021 0.270
Low (YTD): 11/26/2021 0.008
52W High: 1/7/2021 0.270
52W Low: 11/26/2021 0.008
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.046
Avg. volume 6M:   0.000
Avg. price 1Y:   0.102
Avg. volume 1Y:   0.000
Volatility 1M:   871.85%
Volatility 6M:   372.46%
Volatility 1Y:   289.86%
Volatility 3Y:   -