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

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
1.22EUR +4.27% 1.22
Bid Size: 1,250
1.28
Ask Size: 1,250
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: 8.05
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.27
Implied volatility: 0.82
Historic volatility: 0.58
Parity: 0.27
Time value: 1.01
Break-even: 113.13
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.39
Spread abs.: 0.06
Spread %: 4.69%
Delta: 0.47
Theta: -0.03
Omega: 3.79
Rho: 0.10
 

Quote data

Open: 1.22
High: 1.23
Low: 1.21
Previous Close: 1.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.02%
1 Month  
+212.82%
3 Months  
+67.12%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.25 1.17
1M High / 1M Low: 1.66 0.37
6M High / 6M Low: 1.66 0.25
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   0.99
Avg. volume 1M:   568.18
Avg. price 6M:   0.56
Avg. volume 6M:   250
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   850.95%
Volatility 6M:   412.09%
Volatility 1Y:   -
Volatility 3Y:   -