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

EUWAX
11/27/2020  8:52:33 AM Chg.+0.05 Bid10:05:56 AM Ask10:05:56 AM Underlying Strike price Expiration date Option type
2.66EUR +1.92% 2.68
Bid Size: 1,250
2.74
Ask Size: 1,250
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: 3.76
Leverage: Yes

Calculated values

Fair value: 2.37
Intrinsic value: 2.37
Implied volatility: 1.06
Historic volatility: 0.58
Parity: 2.37
Time value: 0.38
Break-even: 107.26
Moneyness: 1.30
Premium: 0.04
Premium p.a.: 0.14
Spread abs.: 0.14
Spread %: 5.09%
Delta: 0.68
Theta: -0.04
Omega: 2.56
Rho: 0.12
 

Quote data

Open: 2.66
High: 2.66
Low: 2.66
Previous Close: 2.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.98%
1 Month  
+150.94%
3 Months  
+90.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.70 2.51
1M High / 1M Low: 2.82 0.92
6M High / 6M Low: 2.82 0.68
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.63
Avg. volume 1W:   0.00
Avg. price 1M:   2.00
Avg. volume 1M:   0.00
Avg. price 6M:   1.29
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   306.21%
Volatility 6M:   208.87%
Volatility 1Y:   -
Volatility 3Y:   -