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: |
|
- |