Morgan Stanley Call 77.5 E3X1 12..../  DE000MC9LJ60  /

EUWAX
1/15/2021  9:25:48 PM Chg.-0.29 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
5.29EUR -5.20% 5.27
Bid Size: 20,000
5.30
Ask Size: 20,000
EXPEDIA GRP INC. DL-... 77.50 - 3/12/2021 Call

Master data

WKN: MC9LJ6
Issuer: Morgan Stanley
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 77.50 -
Maturity: 3/12/2021
Issue date: 5/15/2020
Last trading day: 3/12/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.15
Leverage: Yes

Calculated values

Fair value: 4.19
Intrinsic value: 4.19
Implied volatility: 2.34
Historic volatility: 0.58
Parity: 4.19
Time value: 1.36
Break-even: 133.00
Moneyness: 1.54
Premium: 0.11
Premium p.a.: 1.05
Spread abs.: 0.03
Spread %: 0.54%
Delta: 0.80
Theta: -0.22
Omega: 1.72
Rho: 0.06
 

Quote data

Open: 5.46
High: 5.48
Low: 5.26
Previous Close: 5.58
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.29%
1 Month  
+35.29%
3 Months  
+209.36%
YTD  
+19.14%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.58 5.19
1M High / 1M Low: 5.58 3.86
6M High / 6M Low: 5.58 1.25
High (YTD): 1/14/2021 5.58
Low (YTD): 1/4/2021 4.43
52W High: - -
52W Low: - -
Avg. price 1W:   5.36
Avg. volume 1W:   0.00
Avg. price 1M:   4.74
Avg. volume 1M:   0.00
Avg. price 6M:   2.79
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.89%
Volatility 6M:   131.32%
Volatility 1Y:   -
Volatility 3Y:   -