Morgan Stanley Call 115 EXPE 12.0.../  DE000MC98S88  /

EUWAX
12/1/2020  8:54:13 AM Chg.+0.04 Bid9:46:34 AM Ask9:46:34 AM Underlying Strike price Expiration date Option type
1.54EUR +2.67% 1.55
Bid Size: 1,250
1.61
Ask Size: 1,250
Expedia Group 115.00 USD 3/12/2021 Call

Master data

WKN: MC98S8
Issuer: Morgan Stanley
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 115.00 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: 6.82
Leverage: Yes

Calculated values

Fair value: 0.97
Intrinsic value: 0.79
Implied volatility: 0.84
Historic volatility: 0.58
Parity: 0.79
Time value: 0.74
Break-even: 111.64
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.28
Spread abs.: 0.03
Spread %: 1.96%
Delta: 0.52
Theta: -0.03
Omega: 3.57
Rho: 0.11
 

Quote data

Open: 1.54
High: 1.54
Low: 1.54
Previous Close: 1.50
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.36%
1 Month  
+227.66%
3 Months  
+97.44%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.50 1.41
1M High / 1M Low: 1.93 0.49
6M High / 6M Low: 1.93 0.31
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.47
Avg. volume 1W:   0.00
Avg. price 1M:   1.26
Avg. volume 1M:   514.29
Avg. price 6M:   0.68
Avg. volume 6M:   183.08
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   791.18%
Volatility 6M:   379.25%
Volatility 1Y:   -
Volatility 3Y:   -