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

EUWAX
12/1/2020  8:44:10 AM Chg.+0.05 Bid10:27:51 AM Ask10:27:51 AM Underlying Strike price Expiration date Option type
4.09EUR +1.24% 4.13
Bid Size: 1,250
4.19
Ask Size: 1,250
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: 2.56
Leverage: Yes

Calculated values

Fair value: 2.68
Intrinsic value: 2.68
Implied volatility: 1.69
Historic volatility: 0.58
Parity: 2.68
Time value: 1.40
Break-even: 118.30
Moneyness: 1.35
Premium: 0.13
Premium p.a.: 0.58
Spread abs.: 0.03
Spread %: 0.74%
Delta: 0.73
Theta: -0.10
Omega: 1.86
Rho: 0.10
 

Quote data

Open: 4.09
High: 4.09
Low: 4.09
Previous Close: 4.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.25%
1 Month  
+110.82%
3 Months  
+70.42%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.04 3.90
1M High / 1M Low: 4.10 1.99
6M High / 6M Low: 4.10 1.25
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.98
Avg. volume 1W:   0.00
Avg. price 1M:   3.47
Avg. volume 1M:   0.00
Avg. price 6M:   2.17
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.28%
Volatility 6M:   154.78%
Volatility 1Y:   -
Volatility 3Y:   -