Morgan Stanley Call 80 E3X1 12.03.../  DE000MC9LJB8  /

EUWAX
11/24/2020  9:10:23 PM Chg.+0.04 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
3.81EUR +1.06% 3.92
Bid Size: 20,000
3.95
Ask Size: 20,000
EXPEDIA GRP INC. DL-... 80.00 - 3/12/2021 Call

Master data

WKN: MC9LJB
Issuer: Morgan Stanley
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 3/12/2021
Issue date: 5/15/2020
Last trading day: 3/12/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.68
Leverage: Yes

Calculated values

Fair value: 2.12
Intrinsic value: 2.12
Implied volatility: 1.66
Historic volatility: 0.59
Parity: 2.12
Time value: 1.66
Break-even: 117.80
Moneyness: 1.27
Premium: 0.16
Premium p.a.: 0.67
Spread abs.: 0.03
Spread %: 0.79%
Delta: 0.70
Theta: -0.10
Omega: 1.88
Rho: 0.10
 

Quote data

Open: 3.79
High: 3.94
Low: 3.79
Previous Close: 3.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.33%
1 Month  
+64.22%
3 Months  
+87.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.83 3.60
1M High / 1M Low: 3.90 1.60
6M High / 6M Low: 3.90 1.16
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.75
Avg. volume 1W:   0.00
Avg. price 1M:   2.86
Avg. volume 1M:   0.00
Avg. price 6M:   1.96
Avg. volume 6M:   48.56
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   225.68%
Volatility 6M:   162.92%
Volatility 1Y:   -
Volatility 3Y:   -