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

EUWAX
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:   -