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

EUWAX
11/26/2020  8:40:55 AM Chg.-0.09 Bid10:02:10 AM Ask10:02:10 AM Underlying Strike price Expiration date Option type
4.49EUR -1.97% 4.50
Bid Size: 1,250
4.64
Ask Size: 1,250
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: 2.30
Leverage: Yes

Calculated values

Fair value: 3.49
Intrinsic value: 3.49
Implied volatility: 1.70
Historic volatility: 0.58
Parity: 3.49
Time value: 1.08
Break-even: 115.70
Moneyness: 1.50
Premium: 0.10
Premium p.a.: 0.40
Spread abs.: 0.03
Spread %: 0.66%
Delta: 0.77
Theta: -0.09
Omega: 1.76
Rho: 0.10
 

Quote data

Open: 4.49
High: 4.49
Low: 4.49
Previous Close: 4.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.81%
1 Month  
+66.30%
3 Months  
+74.03%
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:   -