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

EUWAX
12/4/2020  8:57:33 AM Chg.-0.06 Bid9:35:58 AM Ask9:35:58 AM Underlying Strike price Expiration date Option type
1.90EUR -3.06% 1.91
Bid Size: 1,250
1.98
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: 5.37
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 1.47
Implied volatility: 0.90
Historic volatility: 0.57
Parity: 1.47
Time value: 0.49
Break-even: 110.17
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.18
Spread abs.: 0.03
Spread %: 1.53%
Delta: 0.60
Theta: -0.03
Omega: 3.20
Rho: 0.12
 

Quote data

Open: 1.90
High: 1.90
Low: 1.90
Previous Close: 1.96
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.83%
1 Month  
+192.31%
3 Months  
+86.27%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.02 1.73
1M High / 1M Low: 2.02 0.65
6M High / 6M Low: 2.02 0.38
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.87
Avg. volume 1W:   0.00
Avg. price 1M:   1.57
Avg. volume 1M:   0.00
Avg. price 6M:   0.83
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   420.46%
Volatility 6M:   268.00%
Volatility 1Y:   -
Volatility 3Y:   -