Morgan Stanley Call 95 EXPE 12.03.../  DE000MC98RT4  /

EUWAX
1/19/2021  12:49:17 PM Chg.+0.09 Bid4:18:15 PM Ask4:18:15 PM Underlying Strike price Expiration date Option type
3.87EUR +2.38% 3.84
Bid Size: 20,000
3.87
Ask Size: 20,000
Expedia Group 95.00 USD 3/12/2021 Call

Master data

WKN: MC98RT
Issuer: Morgan Stanley
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 95.00 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: 2.93
Leverage: Yes

Calculated values

Fair value: 3.78
Intrinsic value: 3.78
Implied volatility: 1.36
Historic volatility: 0.58
Parity: 3.78
Time value: 0.19
Break-even: 118.36
Moneyness: 1.48
Premium: 0.02
Premium p.a.: 0.12
Spread abs.: 0.18
Spread %: 4.53%
Delta: 0.81
Theta: -0.08
Omega: 2.37
Rho: 0.08
 

Quote data

Open: 3.84
High: 3.87
Low: 3.83
Previous Close: 3.78
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.78%
1 Month  
+46.04%
3 Months  
+325.27%
YTD  
+25.65%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.15 3.78
1M High / 1M Low: 4.15 2.56
6M High / 6M Low: 4.15 0.68
High (YTD): 1/14/2021 4.15
Low (YTD): 1/4/2021 3.05
52W High: - -
52W Low: - -
Avg. price 1W:   3.91
Avg. volume 1W:   0.00
Avg. price 1M:   3.49
Avg. volume 1M:   0.00
Avg. price 6M:   1.81
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   90.00%
Volatility 6M:   184.53%
Volatility 1Y:   -
Volatility 3Y:   -