Morgan Stanley Call 97.5 EXPE 12..../  DE000MC98RU2  /

EUWAX
11/30/2020  8:54:06 AM Chg.-0.09 Bid9:08:40 AM Ask9:08:40 AM Underlying Strike price Expiration date Option type
2.41EUR -3.60% 2.41
Bid Size: 1,250
2.47
Ask Size: 1,250
Expedia Group 97.50 USD 3/12/2021 Call

Master data

WKN: MC98RU
Issuer: Morgan Stanley
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Call
Strike price: 97.50 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: 4.04
Leverage: Yes

Calculated values

Fair value: 2.19
Intrinsic value: 2.19
Implied volatility: 1.02
Historic volatility: 0.58
Parity: 2.19
Time value: 0.37
Break-even: 107.04
Moneyness: 1.27
Premium: 0.04
Premium p.a.: 0.13
Spread abs.: 0.06
Spread %: 2.34%
Delta: 0.67
Theta: -0.03
Omega: 2.69
Rho: 0.12
 

Quote data

Open: 2.41
High: 2.41
Low: 2.41
Previous Close: 2.50
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.60%
1 Month  
+148.45%
3 Months  
+60.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.53 2.44
1M High / 1M Low: 2.64 0.97
6M High / 6M Low: 2.64 0.61
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.50
Avg. volume 1W:   0.00
Avg. price 1M:   2.02
Avg. volume 1M:   0.00
Avg. price 6M:   1.20
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   327.23%
Volatility 6M:   219.10%
Volatility 1Y:   -
Volatility 3Y:   -