Morgan Stanley Put 60 E3X1 12.03..../  DE000MC9KX22  /

EUWAX
12/2/2020  5:12:58 PM Chg.+0.003 Bid5:24:36 PM Ask5:24:36 PM Underlying Strike price Expiration date Option type
0.044EUR +7.32% 0.044
Bid Size: 20,000
0.067
Ask Size: 20,000
EXPEDIA GRP INC. DL-... 60.00 - 3/12/2021 Put

Master data

WKN: MC9KX2
Issuer: Morgan Stanley
Currency: EUR
Underlying: EXPEDIA GRP INC. DL-,0001
Type: Warrant
Option type: Put
Strike price: 60.00 -
Maturity: 3/12/2021
Issue date: 5/15/2020
Last trading day: 3/12/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -158.67
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.58
Parity: -4.31
Time value: 0.07
Break-even: 59.35
Moneyness: 0.58
Premium: 0.42
Premium p.a.: 2.64
Spread abs.: 0.02
Spread %: 35.38%
Delta: -0.05
Theta: -0.02
Omega: -8.23
Rho: -0.02
 

Quote data

Open: 0.025
High: 0.044
Low: 0.024
Previous Close: 0.041
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.20%
1 Month
  -75.69%
3 Months
  -80.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.049 0.001
1M High / 1M Low: 0.181 0.001
6M High / 6M Low: 0.820 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.064
Avg. volume 1M:   0.000
Avg. price 6M:   0.338
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   18,501.56%
Volatility 6M:   7,555.41%
Volatility 1Y:   -
Volatility 3Y:   -