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

EUWAX
1/15/2021  9:34:21 PM Chg.+0.001 Bid9:56:40 PM Ask9:56:40 PM Underlying Strike price Expiration date Option type
0.040EUR +2.56% 0.040
Bid Size: 20,000
0.061
Ask Size: 20,000
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: -195.68
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.58
Parity: -5.31
Time value: 0.06
Break-even: 65.62
Moneyness: 0.55
Premium: 0.45
Premium p.a.: 10.78
Spread abs.: 0.02
Spread %: 34.43%
Delta: -0.04
Theta: -0.03
Omega: -7.23
Rho: -0.01
 

Quote data

Open: 0.023
High: 0.042
Low: 0.023
Previous Close: 0.039
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.89%
1 Month
  -56.52%
3 Months
  -93.22%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.049 0.039
1M High / 1M Low: 0.101 0.001
6M High / 6M Low: 1.210 0.001
High (YTD): 1/6/2021 0.053
Low (YTD): 1/4/2021 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   0.496
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   17,296.58%
Volatility 6M:   6,941.52%
Volatility 1Y:   -
Volatility 3Y:   -