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

EUWAX
11/27/2020  9:28:37 PM Chg.+0.05 Bid9:58:21 PM Ask9:58:21 PM Underlying Strike price Expiration date Option type
1.46EUR +3.55% 1.46
Bid Size: 1,250
1.52
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: 6.78
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.68
Implied volatility: 0.86
Historic volatility: 0.58
Parity: 0.68
Time value: 0.84
Break-even: 111.35
Moneyness: 1.07
Premium: 0.08
Premium p.a.: 0.32
Spread abs.: 0.06
Spread %: 3.95%
Delta: 0.52
Theta: -0.03
Omega: 3.50
Rho: 0.11
 

Quote data

Open: 1.45
High: 1.47
Low: 1.45
Previous Close: 1.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.35%
1 Month  
+197.96%
3 Months  
+67.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.49 1.41
1M High / 1M Low: 1.93 0.47
6M High / 6M Low: 1.93 0.31
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.46
Avg. volume 1W:   0.00
Avg. price 1M:   1.18
Avg. volume 1M:   490.91
Avg. price 6M:   0.67
Avg. volume 6M:   183.08
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   772.82%
Volatility 6M:   380.32%
Volatility 1Y:   -
Volatility 3Y:   -