Morgan Stanley Call 105 EXPE 12.0.../  DE000MC98RY4  /

EUWAX
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:   -