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

EUWAX
11/24/2020  7:26:58 PM Chg.+0.06 Bid7:43:40 PM Ask7:43:40 PM Underlying Strike price Expiration date Option type
3.45EUR +1.77% 3.43
Bid Size: 20,000
3.46
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: 2.98
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 1.62
Implied volatility: 1.57
Historic volatility: 0.59
Parity: 1.62
Time value: 1.78
Break-even: 119.00
Moneyness: 1.19
Premium: 0.18
Premium p.a.: 0.73
Spread abs.: 0.03
Spread %: 0.88%
Delta: 0.67
Theta: -0.09
Omega: 2.00
Rho: 0.10
 

Quote data

Open: 3.41
High: 3.55
Low: 3.41
Previous Close: 3.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.17%
1 Month  
+71.64%
3 Months  
+100.58%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.45 3.22
1M High / 1M Low: 3.52 1.34
6M High / 6M Low: 3.52 0.97
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.37
Avg. volume 1W:   0.00
Avg. price 1M:   2.49
Avg. volume 1M:   0.00
Avg. price 6M:   1.69
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   256.44%
Volatility 6M:   178.39%
Volatility 1Y:   -
Volatility 3Y:   -