Morgan Stanley Call 92.5 EXPE 12..../  DE000MC98RM9  /

EUWAX
11/26/2020  9:51:59 PM Chg.- Bid8:29:58 AM Ask8:29:58 AM Underlying Strike price Expiration date Option type
2.78EUR - 2.83
Bid Size: 1,250
2.89
Ask Size: 1,250
Expedia Group 92.50 USD 3/12/2021 Call

Master data

WKN: MC98RM
Issuer: Morgan Stanley
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 92.50 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: 3.67
Leverage: Yes

Calculated values

Fair value: 2.73
Intrinsic value: 2.73
Implied volatility: 1.00
Historic volatility: 0.58
Parity: 2.73
Time value: 0.13
Break-even: 106.22
Moneyness: 1.35
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.03
Spread %: 1.05%
Delta: 0.71
Theta: -0.03
Omega: 2.59
Rho: 0.13
 

Quote data

Open: 2.78
High: 2.78
Low: 2.78
Previous Close: 2.85
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.73%
1 Month  
+139.66%
3 Months  
+84.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.88 2.68
1M High / 1M Low: 2.99 1.02
6M High / 6M Low: 2.99 0.74
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.81
Avg. volume 1W:   0.00
Avg. price 1M:   2.15
Avg. volume 1M:   0.00
Avg. price 6M:   1.39
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   291.82%
Volatility 6M:   201.09%
Volatility 1Y:   -
Volatility 3Y:   -