Morgan Stanley Call 120 EXPE 12.0.../  DE000MC98SE4  /

EUWAX
12/2/2020  5:26:33 PM Chg.+0.05 Bid5:57:13 PM Ask5:57:13 PM Underlying Strike price Expiration date Option type
1.41EUR +3.68% 1.47
Bid Size: 20,000
1.50
Ask Size: 20,000
Expedia Group 120.00 USD 3/12/2021 Call

Master data

WKN: MC98SE
Issuer: Morgan Stanley
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 120.00 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: 7.53
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.37
Implied volatility: 0.85
Historic volatility: 0.58
Parity: 0.37
Time value: 1.00
Break-even: 113.11
Moneyness: 1.04
Premium: 0.10
Premium p.a.: 0.40
Spread abs.: 0.03
Spread %: 2.19%
Delta: 0.49
Theta: -0.04
Omega: 3.67
Rho: 0.10
 

Quote data

Open: 1.30
High: 1.41
Low: 1.30
Previous Close: 1.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.63%
1 Month  
+252.50%
3 Months  
+60.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.36 1.17
1M High / 1M Low: 1.66 0.40
6M High / 6M Low: 1.66 0.25
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.07
Avg. volume 1M:   568.18
Avg. price 6M:   0.57
Avg. volume 6M:   248.09
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   849.36%
Volatility 6M:   409.58%
Volatility 1Y:   -
Volatility 3Y:   -