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

EUWAX
12/3/2020  8:48:32 PM Chg.+0.01 Bid9:59:50 PM Ask9:59:50 PM Underlying Strike price Expiration date Option type
4.05EUR +0.25% 4.01
Bid Size: 20,000
4.04
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: 2.55
Leverage: Yes

Calculated values

Fair value: 2.42
Intrinsic value: 2.42
Implied volatility: 1.77
Historic volatility: 0.57
Parity: 2.42
Time value: 1.67
Break-even: 120.90
Moneyness: 1.30
Premium: 0.16
Premium p.a.: 0.73
Spread abs.: 0.03
Spread %: 0.73%
Delta: 0.72
Theta: -0.11
Omega: 1.84
Rho: 0.09
 

Quote data

Open: 4.03
High: 4.14
Low: 4.01
Previous Close: 4.04
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.43%
1 Month  
+102.50%
3 Months  
+73.82%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.05 3.77
1M High / 1M Low: 4.05 2.00
6M High / 6M Low: 4.05 1.16
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.94
Avg. volume 1W:   0.00
Avg. price 1M:   3.51
Avg. volume 1M:   0.00
Avg. price 6M:   2.08
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   201.99%
Volatility 6M:   159.73%
Volatility 1Y:   -
Volatility 3Y:   -