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

EUWAX
12/3/2020  8:52:15 PM Chg.-0.07 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
2.76EUR -2.47% 2.73
Bid Size: 20,000
2.76
Ask Size: 20,000
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: 3.72
Leverage: Yes

Calculated values

Fair value: 2.37
Intrinsic value: 2.37
Implied volatility: 1.10
Historic volatility: 0.57
Parity: 2.37
Time value: 0.43
Break-even: 108.49
Moneyness: 1.29
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 1.07%
Delta: 0.68
Theta: -0.04
Omega: 2.54
Rho: 0.12
 

Quote data

Open: 2.74
High: 2.87
Low: 2.72
Previous Close: 2.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.40%
1 Month  
+153.21%
3 Months  
+86.49%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.83 2.50
1M High / 1M Low: 2.83 1.09
6M High / 6M Low: 2.83 0.61
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.67
Avg. volume 1W:   0.00
Avg. price 1M:   2.28
Avg. volume 1M:   0.00
Avg. price 6M:   1.25
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   314.19%
Volatility 6M:   216.43%
Volatility 1Y:   -
Volatility 3Y:   -