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

EUWAX
11/25/2020  8:55:36 PM Chg.- Bid8:17:07 AM Ask8:17:07 AM Underlying Strike price Expiration date Option type
5.18EUR - 5.10
Bid Size: 1,250
5.24
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: 2.03
Leverage: Yes

Calculated values

Fair value: 4.24
Intrinsic value: 4.24
Implied volatility: 1.84
Historic volatility: 0.58
Parity: 4.24
Time value: 0.94
Break-even: 114.30
Moneyness: 1.68
Premium: 0.09
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 0.58%
Delta: 0.81
Theta: -0.09
Omega: 1.63
Rho: 0.10
 

Quote data

Open: 5.32
High: 5.32
Low: 5.07
Previous Close: 5.22
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.96%
1 Month  
+59.88%
3 Months  
+67.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.23 4.99
1M High / 1M Low: 5.30 2.70
6M High / 6M Low: 5.30 2.00
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.16
Avg. volume 1W:   0.00
Avg. price 1M:   4.20
Avg. volume 1M:   0.00
Avg. price 6M:   3.04
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   153.95%
Volatility 6M:   121.21%
Volatility 1Y:   -
Volatility 3Y:   -