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

EUWAX
11/27/2020  9:29:38 PM Chg.+0.032 Bid9:58:21 PM Ask9:58:21 PM Underlying Strike price Expiration date Option type
0.050EUR +177.78% 0.050
Bid Size: 1,250
0.105
Ask Size: 1,250
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: -98.08
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.58
Parity: -4.45
Time value: 0.11
Break-even: 57.48
Moneyness: 0.57
Premium: 0.44
Premium p.a.: 2.61
Spread abs.: 0.06
Spread %: 52.38%
Delta: -0.07
Theta: -0.03
Omega: -6.57
Rho: -0.02
 

Quote data

Open: 0.059
High: 0.069
Low: 0.050
Previous Close: 0.018
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month
  -84.85%
3 Months
  -86.84%
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:   0.058
Avg. volume 1W:   0.000
Avg. price 1M:   0.142
Avg. volume 1M:   0.000
Avg. price 6M:   0.550
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   709.05%
Volatility 6M:   309.80%
Volatility 1Y:   -
Volatility 3Y:   -