Morgan Stanley Call 82.5 EXPE 12..../  DE000MC98RJ5  /

EUWAX
12/2/2020  5:26:40 PM Chg.+0.06 Bid5:52:22 PM Ask5:52:22 PM Underlying Strike price Expiration date Option type
3.84EUR +1.59% 3.91
Bid Size: 20,000
3.94
Ask Size: 20,000
Expedia Group 82.50 USD 3/12/2021 Call

Master data

WKN: MC98RJ
Issuer: Morgan Stanley
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 82.50 USD
Maturity: 3/12/2021
Issue date: 5/22/2020
Last trading day: 3/12/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.73
Leverage: Yes

Calculated values

Fair value: 3.48
Intrinsic value: 3.48
Implied volatility: 1.30
Historic volatility: 0.58
Parity: 3.48
Time value: 0.30
Break-even: 106.15
Moneyness: 1.51
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 0.79%
Delta: 0.77
Theta: -0.05
Omega: 2.09
Rho: 0.11
 

Quote data

Open: 3.71
High: 3.84
Low: 3.70
Previous Close: 3.78
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.96%
1 Month  
+127.22%
3 Months  
+58.02%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.78 3.52
1M High / 1M Low: 3.78 1.69
6M High / 6M Low: 3.78 1.06
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.62
Avg. volume 1W:   0.00
Avg. price 1M:   3.12
Avg. volume 1M:   0.00
Avg. price 6M:   1.91
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.18%
Volatility 6M:   168.92%
Volatility 1Y:   -
Volatility 3Y:   -