Morgan Stanley Call 85 E3X1 12.03.../  DE000MC9LJD4  /

EUWAX
12/4/2020  8:53:57 PM Chg.+0.04 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
3.71EUR +1.09% 3.71
Bid Size: 20,000
3.74
Ask Size: 20,000
EXPEDIA GRP INC. DL-... 85.00 - 3/12/2021 Call

Master data

WKN: MC9LJD
Issuer: Morgan Stanley
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 85.00 -
Maturity: 3/12/2021
Issue date: 5/15/2020
Last trading day: 3/12/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.81
Leverage: Yes

Calculated values

Fair value: 2.00
Intrinsic value: 2.00
Implied volatility: 1.67
Historic volatility: 0.57
Parity: 2.00
Time value: 1.74
Break-even: 122.40
Moneyness: 1.24
Premium: 0.17
Premium p.a.: 0.78
Spread abs.: 0.03
Spread %: 0.80%
Delta: 0.69
Theta: -0.11
Omega: 1.95
Rho: 0.09
 

Quote data

Open: 3.60
High: 3.71
Low: 3.52
Previous Close: 3.67
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.44%
1 Month  
+91.24%
3 Months  
+80.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.71 3.46
1M High / 1M Low: 3.71 1.93
6M High / 6M Low: 3.71 0.97
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.62
Avg. volume 1W:   0.00
Avg. price 1M:   3.23
Avg. volume 1M:   0.00
Avg. price 6M:   1.83
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   224.23%
Volatility 6M:   173.25%
Volatility 1Y:   -
Volatility 3Y:   -