Morgan Stanley Call 100 E3X1 12.0.../  DE000MC9LJM5  /

EUWAX
11/27/2020  5:03:44 PM Chg.+0.05 Bid6:51:12 PM Ask6:51:12 PM Underlying Strike price Expiration date Option type
2.32EUR +2.20% 2.33
Bid Size: 20,000
2.36
Ask Size: 20,000
EXPEDIA GRP INC. DL-... 100.00 - 3/12/2021 Call

Master data

WKN: MC9LJM
Issuer: Morgan Stanley
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 3/12/2021
Issue date: 5/15/2020
Last trading day: 3/12/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.29
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.34
Implied volatility: 1.31
Historic volatility: 0.58
Parity: 0.34
Time value: 2.07
Break-even: 124.10
Moneyness: 1.03
Premium: 0.20
Premium p.a.: 0.88
Spread abs.: 0.14
Spread %: 5.81%
Delta: 0.57
Theta: -0.08
Omega: 2.46
Rho: 0.10
 

Quote data

Open: 2.32
High: 2.34
Low: 2.32
Previous Close: 2.27
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.94%
1 Month  
+166.67%
3 Months  
+93.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.37 2.19
1M High / 1M Low: 2.46 0.75
6M High / 6M Low: 2.46 0.56
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.30
Avg. volume 1W:   0.00
Avg. price 1M:   1.74
Avg. volume 1M:   0.00
Avg. price 6M:   1.10
Avg. volume 6M:   61.83
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   323.93%
Volatility 6M:   225.81%
Volatility 1Y:   -
Volatility 3Y:   -