Morgan Stanley Call 67.5 E3X1 12..../  DE000MC9LHU2  /

EUWAX
12/1/2020  8:50:17 PM Chg.+0.15 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
4.99EUR +3.10% 4.93
Bid Size: 20,000
4.96
Ask Size: 20,000
EXPEDIA GRP INC. DL-... 67.50 - 3/12/2021 Call

Master data

WKN: MC9LHU
Issuer: Morgan Stanley
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 67.50 -
Maturity: 3/12/2021
Issue date: 5/15/2020
Last trading day: 3/12/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.14
Leverage: Yes

Calculated values

Fair value: 3.68
Intrinsic value: 3.68
Implied volatility: 1.88
Historic volatility: 0.58
Parity: 3.68
Time value: 1.20
Break-even: 116.30
Moneyness: 1.54
Premium: 0.12
Premium p.a.: 0.48
Spread abs.: 0.03
Spread %: 0.61%
Delta: 0.78
Theta: -0.10
Omega: 1.67
Rho: 0.09
 

Quote data

Open: 4.89
High: 5.01
Low: 4.89
Previous Close: 4.84
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.74%
1 Month  
+93.41%
3 Months  
+64.69%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.84 4.70
1M High / 1M Low: 4.89 2.64
6M High / 6M Low: 4.89 1.73
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.78
Avg. volume 1W:   0.00
Avg. price 1M:   4.24
Avg. volume 1M:   0.00
Avg. price 6M:   2.77
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.91%
Volatility 6M:   130.82%
Volatility 1Y:   -
Volatility 3Y:   -