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

EUWAX
12/4/2020  8:57:48 PM Chg.+0.05 Bid9:59:17 PM Ask9:59:17 PM Underlying Strike price Expiration date Option type
2.98EUR +1.71% 2.98
Bid Size: 20,000
3.01
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: 3.59
Leverage: Yes

Calculated values

Fair value: 2.71
Intrinsic value: 2.71
Implied volatility: 1.06
Historic volatility: 0.57
Parity: 2.71
Time value: 0.22
Break-even: 107.52
Moneyness: 1.35
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.03
Spread %: 1.02%
Delta: 0.71
Theta: -0.03
Omega: 2.54
Rho: 0.12
 

Quote data

Open: 2.88
High: 2.98
Low: 2.82
Previous Close: 2.93
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.61%
1 Month  
+148.33%
3 Months  
+88.61%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.00 2.67
1M High / 1M Low: 3.00 1.20
6M High / 6M Low: 3.00 0.68
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.84
Avg. volume 1W:   0.00
Avg. price 1M:   2.44
Avg. volume 1M:   0.00
Avg. price 6M:   1.35
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   295.87%
Volatility 6M:   205.98%
Volatility 1Y:   -
Volatility 3Y:   -