Morgan Stanley Call 70 E3X1 12.03.../  DE000MC9LHY4  /

EUWAX
11/25/2020  8:55:36 PM Chg.-0.03 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
4.58EUR -0.65% 4.54
Bid Size: 20,000
4.57
Ask Size: 20,000
EXPEDIA GRP INC. DL-... 70.00 - 3/12/2021 Call

Master data

WKN: MC9LHY
Issuer: Morgan Stanley
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 3/12/2021
Issue date: 5/15/2020
Last trading day: 3/12/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.18
Leverage: Yes

Calculated values

Fair value: 3.32
Intrinsic value: 3.32
Implied volatility: 1.88
Historic volatility: 0.59
Parity: 3.32
Time value: 1.42
Break-even: 117.40
Moneyness: 1.47
Premium: 0.14
Premium p.a.: 0.55
Spread abs.: 0.03
Spread %: 0.63%
Delta: 0.77
Theta: -0.10
Omega: 1.67
Rho: 0.09
 

Quote data

Open: 4.70
High: 4.70
Low: 4.46
Previous Close: 4.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.87%
1 Month  
+69.63%
3 Months  
+77.52%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.62 4.38
1M High / 1M Low: 4.69 2.19
6M High / 6M Low: 4.69 1.60
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.55
Avg. volume 1W:   0.00
Avg. price 1M:   3.63
Avg. volume 1M:   0.00
Avg. price 6M:   2.56
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.08%
Volatility 6M:   138.12%
Volatility 1Y:   -
Volatility 3Y:   -