Morgan Stanley Call 87.5 EXPE 12..../  DE000MC98RL1  /

EUWAX
11/27/2020  9:28:37 PM Chg.+0.06 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
3.20EUR +1.91% 3.21
Bid Size: 1,250
3.27
Ask Size: 1,250
Expedia Group 87.50 USD 3/12/2021 Call

Master data

WKN: MC98RL
Issuer: Morgan Stanley
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 87.50 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: 3.15
Leverage: Yes

Calculated values

Fair value: 2.98
Intrinsic value: 2.98
Implied volatility: 1.16
Historic volatility: 0.58
Parity: 2.98
Time value: 0.29
Break-even: 105.86
Moneyness: 1.41
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 1.83%
Delta: 0.73
Theta: -0.04
Omega: 2.30
Rho: 0.12
 

Quote data

Open: 3.20
High: 3.22
Low: 3.18
Previous Close: 3.14
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.61%
1 Month  
+119.18%
3 Months  
+61.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.24 3.14
1M High / 1M Low: 3.35 1.40
6M High / 6M Low: 3.35 0.89
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.20
Avg. volume 1W:   0.00
Avg. price 1M:   2.60
Avg. volume 1M:   0.00
Avg. price 6M:   1.63
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   259.29%
Volatility 6M:   186.07%
Volatility 1Y:   -
Volatility 3Y:   -