Morgan Stanley Call 62.5 E3X1 12..../  DE000MC9LHP2  /

EUWAX
11/30/2020  8:45:43 AM Chg.-0.09 Bid8:54:58 AM Ask8:54:58 AM Underlying Strike price Expiration date Option type
5.07EUR -1.74% 5.06
Bid Size: 1,250
5.12
Ask Size: 1,250
EXPEDIA GRP INC. DL-... 62.50 - 3/12/2021 Call

Master data

WKN: MC9LHP
Issuer: Morgan Stanley
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 62.50 -
Maturity: 3/12/2021
Issue date: 5/15/2020
Last trading day: 3/12/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.98
Leverage: Yes

Calculated values

Fair value: 4.08
Intrinsic value: 4.08
Implied volatility: 1.99
Historic volatility: 0.58
Parity: 4.08
Time value: 1.15
Break-even: 114.80
Moneyness: 1.65
Premium: 0.11
Premium p.a.: 0.46
Spread abs.: 0.06
Spread %: 1.15%
Delta: 0.80
Theta: -0.10
Omega: 1.59
Rho: 0.09
 

Quote data

Open: 5.07
High: 5.07
Low: 5.07
Previous Close: 5.16
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.12%
1 Month  
+73.04%
3 Months  
+43.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.22 5.11
1M High / 1M Low: 5.30 2.93
6M High / 6M Low: 5.30 2.00
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.17
Avg. volume 1W:   0.00
Avg. price 1M:   4.53
Avg. volume 1M:   0.00
Avg. price 6M:   3.09
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.34%
Volatility 6M:   120.49%
Volatility 1Y:   -
Volatility 3Y:   -