Morgan Stanley Call 105 EXPE 12.03.2021
/ DE000MC98RY4
Morgan Stanley Call 105 EXPE 12.0.../ DE000MC98RY4 /
| 1/19/2021 12:49:14 PM |
Chg.+0.09 |
Bid3:38:22 PM |
Ask3:38:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
+2.99% |
3.25
Bid Size: 20,000 |
3.28
Ask Size: 20,000 |
Expedia Group |
105.00 USD |
3/12/2021 |
Call |
Master data
| WKN: |
MC98RY |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Expedia Group |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
3/12/2021 |
| Issue date: |
5/22/2020 |
| Last trading day: |
3/12/2021 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
2.95 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.58 |
| Parity: |
2.95 |
| Time value: |
0.25 |
| Break-even: |
118.94 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.18 |
| Spread %: |
5.63% |
| Delta: |
0.76 |
| Theta: |
-0.07 |
| Omega: |
2.76 |
| Rho: |
0.08 |
Quote data
| Open: |
3.07 |
| High: |
3.10 |
| Low: |
3.07 |
| Previous Close: |
3.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.52% |
| 1 Month |
|
|
+55.78% |
| 3 Months |
|
|
+425.42% |
| YTD |
|
|
+30.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.38 |
3.01 |
| 1M High / 1M Low: |
3.38 |
1.91 |
| 6M High / 6M Low: |
3.38 |
0.46 |
| High (YTD): |
1/14/2021 |
3.38 |
| Low (YTD): |
1/4/2021 |
2.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.10% |
| Volatility 6M: |
|
223.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |