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

EUWAX
11/27/2020  4:11:56 PM Chg.+0.045 Bid5:33:26 PM Ask5:33:26 PM Underlying Strike price Expiration date Option type
0.046EUR +4500.00% 0.045
Bid Size: 20,000
0.066
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: -73.87
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.58
Parity: -4.34
Time value: 0.14
Break-even: 58.60
Moneyness: 0.58
Premium: 0.43
Premium p.a.: 2.50
Spread abs.: 0.14
Spread %: 99.29%
Delta: -0.08
Theta: -0.04
Omega: -6.06
Rho: -0.03
 

Quote data

Open: 0.035
High: 0.046
Low: 0.035
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.12%
1 Month
  -66.18%
3 Months
  -79.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.063 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:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   0.355
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   16,231.16%
Volatility 6M:   6,640.10%
Volatility 1Y:   -
Volatility 3Y:   -