Morgan Stanley Call 110 EXPE 12.0.../  DE000MC98S39  /

EUWAX
11/27/2020  8:52:33 AM Chg.+0.05 Bid10:00:57 AM Ask10:00:57 AM Underlying Strike price Expiration date Option type
1.72EUR +2.99% 1.74
Bid Size: 1,250
1.80
Ask Size: 1,250
Expedia Group 110.00 USD 3/12/2021 Call

Master data

WKN: MC98S3
Issuer: Morgan Stanley
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 110.00 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: 5.71
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 1.11
Implied volatility: 0.90
Historic volatility: 0.58
Parity: 1.11
Time value: 0.70
Break-even: 110.45
Moneyness: 1.12
Premium: 0.07
Premium p.a.: 0.26
Spread abs.: 0.14
Spread %: 7.73%
Delta: 0.56
Theta: -0.04
Omega: 3.22
Rho: 0.12
 

Quote data

Open: 1.72
High: 1.72
Low: 1.72
Previous Close: 1.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.83%
1 Month  
+201.75%
3 Months  
+100.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.76 1.61
1M High / 1M Low: 1.86 0.48
6M High / 6M Low: 1.86 0.38
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.70
Avg. volume 1W:   0.00
Avg. price 1M:   1.25
Avg. volume 1M:   0.00
Avg. price 6M:   0.78
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   431.33%
Volatility 6M:   271.13%
Volatility 1Y:   -
Volatility 3Y:   -