Morgan Stanley Call 65 E3X1 12.03.../  DE000MC9LHR8  /

EUWAX
11/25/2020  8:55:36 PM Chg.-0.03 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
4.98EUR -0.60% 4.95
Bid Size: 20,000
4.98
Ask Size: 20,000
EXPEDIA GRP INC. DL-... 65.00 - 3/12/2021 Call

Master data

WKN: MC9LHR
Issuer: Morgan Stanley
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 3/12/2021
Issue date: 5/15/2020
Last trading day: 3/12/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.00
Leverage: Yes

Calculated values

Fair value: 3.82
Intrinsic value: 3.82
Implied volatility: 1.99
Historic volatility: 0.59
Parity: 3.82
Time value: 1.34
Break-even: 116.60
Moneyness: 1.59
Premium: 0.13
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 0.58%
Delta: 0.79
Theta: -0.10
Omega: 1.59
Rho: 0.09
 

Quote data

Open: 5.11
High: 5.11
Low: 4.87
Previous Close: 5.01
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.80%
1 Month  
+62.75%
3 Months  
+69.97%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.02 4.79
1M High / 1M Low: 5.09 2.52
6M High / 6M Low: 5.09 1.87
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.95
Avg. volume 1W:   0.00
Avg. price 1M:   4.01
Avg. volume 1M:   0.00
Avg. price 6M:   2.87
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.15%
Volatility 6M:   126.46%
Volatility 1Y:   -
Volatility 3Y:   -