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

EUWAX
11/26/2020  9:46:45 PM Chg.-0.07 Bid9:46:45 PM Ask9:46:45 PM Underlying Strike price Expiration date Option type
4.30EUR -1.60% 4.30
Bid Size: 1,250
4.44
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: 2.40
Leverage: Yes

Calculated values

Fair value: 3.24
Intrinsic value: 3.24
Implied volatility: 1.66
Historic volatility: 0.58
Parity: 3.24
Time value: 1.13
Break-even: 116.20
Moneyness: 1.45
Premium: 0.11
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 0.69%
Delta: 0.75
Theta: -0.09
Omega: 1.81
Rho: 0.10
 

Quote data

Open: 4.29
High: 4.30
Low: 4.29
Previous Close: 4.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.71%
1 Month  
+69.96%
3 Months  
+77.69%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.42 4.18
1M High / 1M Low: 4.49 2.03
6M High / 6M Low: 4.49 1.48
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.35
Avg. volume 1W:   0.00
Avg. price 1M:   3.44
Avg. volume 1M:   0.00
Avg. price 6M:   2.40
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.59%
Volatility 6M:   143.62%
Volatility 1Y:   -
Volatility 3Y:   -