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

EUWAX
11/27/2020  9:43:58 PM Chg.+0.06 Bid9:58:58 PM Ask9:58:58 PM Underlying Strike price Expiration date Option type
3.96EUR +1.54% 3.96
Bid Size: 1,250
4.02
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: 2.55
Intrinsic value: 2.55
Implied volatility: 1.69
Historic volatility: 0.58
Parity: 2.55
Time value: 1.47
Break-even: 117.70
Moneyness: 1.33
Premium: 0.14
Premium p.a.: 0.60
Spread abs.: 0.06
Spread %: 1.49%
Delta: 0.72
Theta: -0.10
Omega: 1.86
Rho: 0.10
 

Quote data

Open: 3.96
High: 3.98
Low: 3.94
Previous Close: 3.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.49%
1 Month  
+127.59%
3 Months  
+55.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.00 3.90
1M High / 1M Low: 4.10 1.74
6M High / 6M Low: 4.10 1.25
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.96
Avg. volume 1W:   0.00
Avg. price 1M:   3.24
Avg. volume 1M:   0.00
Avg. price 6M:   2.15
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   195.88%
Volatility 6M:   155.70%
Volatility 1Y:   -
Volatility 3Y:   -