Morgan Stanley Call 105 EXPE 12.03.2021
/ DE000MC98RY4
Morgan Stanley Call 105 EXPE 12.0.../ DE000MC98RY4 /
| 11/25/2020 8:58:23 PM |
Chg.-0.02 |
Bid9:22:40 PM |
Ask9:22:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
-0.98% |
2.04
Bid Size: 20,000 |
2.07
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: |
4.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.59 |
| Parity: |
1.50 |
| Time value: |
0.68 |
| Break-even: |
110.05 |
| Moneyness: |
1.17 |
| Premium: |
0.07 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
1.38% |
| Delta: |
0.60 |
| Theta: |
-0.04 |
| Omega: |
2.86 |
| Rho: |
0.12 |
Quote data
| Open: |
2.13 |
| High: |
2.13 |
| Low: |
1.95 |
| Previous Close: |
2.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.50% |
| 1 Month |
|
|
+93.33% |
| 3 Months |
|
|
+118.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.88 |
| 1M High / 1M Low: |
2.16 |
0.60 |
| 6M High / 6M Low: |
2.16 |
0.46 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
398.76% |
| Volatility 6M: |
|
248.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |