Morgan Stanley Call 75 E3X1 12.03.../  DE000MC9LJ45  /

EUWAX
12/4/2020  8:53:56 PM Chg.+0.05 Bid9:59:21 PM Ask9:59:21 PM Underlying Strike price Expiration date Option type
4.49EUR +1.13% 4.49
Bid Size: 20,000
4.52
Ask Size: 20,000
EXPEDIA GRP INC. DL-... 75.00 - 3/12/2021 Call

Master data

WKN: MC9LJ4
Issuer: Morgan Stanley
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 3/12/2021
Issue date: 5/15/2020
Last trading day: 3/12/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.32
Leverage: Yes

Calculated values

Fair value: 3.00
Intrinsic value: 3.00
Implied volatility: 1.86
Historic volatility: 0.57
Parity: 3.00
Time value: 1.52
Break-even: 120.20
Moneyness: 1.40
Premium: 0.14
Premium p.a.: 0.66
Spread abs.: 0.03
Spread %: 0.66%
Delta: 0.75
Theta: -0.11
Omega: 1.75
Rho: 0.09
 

Quote data

Open: 4.38
High: 4.49
Low: 4.28
Previous Close: 4.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.93%
1 Month  
+72.69%
3 Months  
+71.37%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.49 4.24
1M High / 1M Low: 4.49 2.60
6M High / 6M Low: 4.49 1.37
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.40
Avg. volume 1W:   0.00
Avg. price 1M:   3.99
Avg. volume 1M:   0.00
Avg. price 6M:   2.38
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.28%
Volatility 6M:   145.55%
Volatility 1Y:   -
Volatility 3Y:   -