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

EUWAX
11/27/2020  9:28:37 PM Chg.- Bid8:00:59 AM Ask8:00:59 AM Underlying Strike price Expiration date Option type
3.58EUR - 3.47
Bid Size: 1,250
3.53
Ask Size: 1,250
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: 2.84
Leverage: Yes

Calculated values

Fair value: 3.44
Intrinsic value: 3.44
Implied volatility: 1.22
Historic volatility: 0.58
Parity: 3.44
Time value: 0.20
Break-even: 105.31
Moneyness: 1.50
Premium: 0.02
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 1.65%
Delta: 0.76
Theta: -0.04
Omega: 2.17
Rho: 0.12
 

Quote data

Open: 3.57
High: 3.59
Low: 3.56
Previous Close: 3.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.28%
1 Month  
+115.66%
3 Months  
+59.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.62 3.52
1M High / 1M Low: 3.72 1.66
6M High / 6M Low: 3.72 1.06
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.58
Avg. volume 1W:   0.00
Avg. price 1M:   3.00
Avg. volume 1M:   0.00
Avg. price 6M:   1.88
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   236.15%
Volatility 6M:   170.20%
Volatility 1Y:   -
Volatility 3Y:   -