Morgan Stanley Call 90 E3X1 12.03.../  DE000MC9LJK9  /

EUWAX
12/4/2020  8:48:10 AM Chg.-0.07 Bid9:58:37 AM Ask9:58:37 AM Underlying Strike price Expiration date Option type
3.23EUR -2.12% 3.25
Bid Size: 1,250
3.32
Ask Size: 1,250
EXPEDIA GRP INC. DL-... 90.00 - 3/12/2021 Call

Master data

WKN: MC9LJK
Issuer: Morgan Stanley
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 3/12/2021
Issue date: 5/15/2020
Last trading day: 3/12/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.20
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 1.53
Implied volatility: 1.53
Historic volatility: 0.57
Parity: 1.53
Time value: 1.76
Break-even: 122.90
Moneyness: 1.17
Premium: 0.17
Premium p.a.: 0.78
Spread abs.: 0.03
Spread %: 0.91%
Delta: 0.66
Theta: -0.10
Omega: 2.11
Rho: 0.10
 

Quote data

Open: 3.23
High: 3.23
Low: 3.23
Previous Close: 3.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.95%
1 Month  
+121.23%
3 Months  
+78.45%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.30 3.02
1M High / 1M Low: 3.30 1.46
6M High / 6M Low: 3.30 0.81
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.19
Avg. volume 1W:   0.00
Avg. price 1M:   2.79
Avg. volume 1M:   0.00
Avg. price 6M:   1.57
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   250.36%
Volatility 6M:   188.05%
Volatility 1Y:   -
Volatility 3Y:   -