Morgan Stanley Put 70 EXPE 12.03..../  DE000MC9NF21  /

EUWAX
11/27/2020  1:31:46 PM Chg.+0.038 Bid4:02:35 PM Ask4:02:35 PM Underlying Strike price Expiration date Option type
0.056EUR +211.11% 0.070
Bid Size: 20,000
0.091
Ask Size: 20,000
Expedia Group 70.00 USD 3/12/2021 Put

Master data

WKN: MC9NF2
Issuer: Morgan Stanley
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Put
Strike price: 70.00 USD
Maturity: 3/12/2021
Issue date: 5/25/2020
Last trading day: 3/12/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -65.45
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.64
Historic volatility: 0.58
Parity: -4.46
Time value: 0.16
Break-even: 57.19
Moneyness: 0.57
Premium: 0.45
Premium p.a.: 2.61
Spread abs.: 0.14
Spread %: 88.61%
Delta: -0.08
Theta: -0.04
Omega: -5.52
Rho: -0.03
 

Quote data

Open: 0.059
High: 0.059
Low: 0.056
Previous Close: 0.018
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month
  -79.26%
3 Months
  -86.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.080 0.018
1M High / 1M Low: 0.330 0.018
6M High / 6M Low: 1.160 0.018
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.151
Avg. volume 1M:   0.000
Avg. price 6M:   0.558
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   341.39%
Volatility 6M:   184.98%
Volatility 1Y:   -
Volatility 3Y:   -