Morgan Stanley Put 80 EXPE 12.03..../  DE000MC9NEX9  /

EUWAX
11/27/2020  9:29:38 PM Chg.+0.034 Bid9:58:21 PM Ask9:58:21 PM Underlying Strike price Expiration date Option type
0.098EUR +53.13% 0.098
Bid Size: 1,250
0.153
Ask Size: 1,250
Expedia Group 80.00 USD 3/12/2021 Put

Master data

WKN: MC9NEX
Issuer: Morgan Stanley
Currency: EUR
Underlying: Expedia Group
Type: Warrant
Option type: Put
Strike price: 80.00 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: -67.31
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.58
Parity: -3.61
Time value: 0.15
Break-even: 65.36
Moneyness: 0.65
Premium: 0.37
Premium p.a.: 1.98
Spread abs.: 0.06
Spread %: 35.95%
Delta: -0.11
Theta: -0.04
Omega: -7.37
Rho: -0.04
 

Quote data

Open: 0.105
High: 0.119
Low: 0.098
Previous Close: 0.064
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -28.99%
1 Month
  -81.15%
3 Months
  -83.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.121 0.064
1M High / 1M Low: 0.560 0.064
6M High / 6M Low: 1.600 0.064
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.232
Avg. volume 1M:   0.000
Avg. price 6M:   0.820
Avg. volume 6M:   3.462
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   347.15%
Volatility 6M:   179.64%
Volatility 1Y:   -
Volatility 3Y:   -