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

EUWAX
12/3/2020  8:48:35 PM Chg.+0.01 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
4.44EUR +0.23% 4.40
Bid Size: 20,000
4.43
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: 2.33
Leverage: Yes

Calculated values

Fair value: 2.92
Intrinsic value: 2.92
Implied volatility: 1.87
Historic volatility: 0.57
Parity: 2.92
Time value: 1.56
Break-even: 119.80
Moneyness: 1.39
Premium: 0.15
Premium p.a.: 0.67
Spread abs.: 0.03
Spread %: 0.67%
Delta: 0.75
Theta: -0.11
Omega: 1.74
Rho: 0.09
 

Quote data

Open: 4.42
High: 4.53
Low: 4.40
Previous Close: 4.43
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.73%
1 Month  
+88.94%
3 Months  
+69.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.44 4.16
1M High / 1M Low: 4.44 2.35
6M High / 6M Low: 4.44 1.37
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.33
Avg. volume 1W:   0.00
Avg. price 1M:   3.89
Avg. volume 1M:   0.00
Avg. price 6M:   2.36
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.97%
Volatility 6M:   146.62%
Volatility 1Y:   -
Volatility 3Y:   -