Morgan Stanley Put 125 PG 17.12.2.../  DE000MA2E3P5  /

EUWAX
12/2/2021  4:23:25 PM Chg.-0.003 Bid5:37:04 PM Ask5:37:04 PM Underlying Strike price Expiration date Option type
0.012EUR -20.00% 0.014
Bid Size: 25,000
0.024
Ask Size: 25,000
Procter & Gamble Co 125.00 USD 12/17/2021 Put

Master data

WKN: MA2E3P
Issuer: Morgan Stanley
Currency: EUR
Underlying: Procter & Gamble Co
Type: Warrant
Option type: Put
Strike price: 125.00 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: -479.04
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.12
Parity: -1.89
Time value: 0.03
Break-even: 110.17
Moneyness: 0.85
Premium: 0.15
Premium p.a.: 27.91
Spread abs.: 0.01
Spread %: 37.04%
Delta: -0.05
Theta: -0.05
Omega: -26.34
Rho: 0.00
 

Quote data

Open: 0.013
High: 0.013
Low: 0.011
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+71.43%
1 Month
  -66.67%
3 Months
  -88.35%
YTD
  -98.06%
1 Year
  -98.26%
3 Years     -
5 Years     -
1W High / 1W Low: 0.028 0.002
1M High / 1M Low: 0.041 0.002
6M High / 6M Low: 0.470 0.002
High (YTD): 3/4/2021 1.140
Low (YTD): 11/26/2021 0.002
52W High: 3/4/2021 1.140
52W Low: 11/26/2021 0.002
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   0.000
Avg. price 1Y:   0.416
Avg. volume 1Y:   0.000
Volatility 1M:   1,582.59%
Volatility 6M:   649.85%
Volatility 1Y:   466.62%
Volatility 3Y:   -