Morgan Stanley Call 72.5 E3X1 12..../  DE000MC9LJ11  /

EUWAX
11/30/2020  8:45:44 AM Chg.-0.10 Bid9:27:03 AM Ask9:27:03 AM Underlying Strike price Expiration date Option type
4.26EUR -2.29% 4.27
Bid Size: 1,250
4.33
Ask Size: 1,250
EXPEDIA GRP INC. DL-... 72.50 - 3/12/2021 Call

Master data

WKN: MC9LJ1
Issuer: Morgan Stanley
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 72.50 -
Maturity: 3/12/2021
Issue date: 5/15/2020
Last trading day: 3/12/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.33
Leverage: Yes

Calculated values

Fair value: 3.05
Intrinsic value: 3.05
Implied volatility: 1.78
Historic volatility: 0.58
Parity: 3.05
Time value: 1.37
Break-even: 116.70
Moneyness: 1.42
Premium: 0.13
Premium p.a.: 0.55
Spread abs.: 0.06
Spread %: 1.36%
Delta: 0.75
Theta: -0.10
Omega: 1.75
Rho: 0.09
 

Quote data

Open: 4.26
High: 4.26
Low: 4.26
Previous Close: 4.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.29%
1 Month  
+89.33%
3 Months  
+48.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.40 4.30
1M High / 1M Low: 4.49 2.25
6M High / 6M Low: 4.49 1.48
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.36
Avg. volume 1W:   0.00
Avg. price 1M:   3.74
Avg. volume 1M:   0.00
Avg. price 6M:   2.45
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.70%
Volatility 6M:   142.75%
Volatility 1Y:   -
Volatility 3Y:   -