Morgan Stanley Call 60 CNC 20.12.2024
/ DE000ME5D319
Morgan Stanley Call 60 CNC 20.12..../ DE000ME5D319 /
| 18/10/2024 13:18:14 |
Chg.-2.26 |
Bid17:01:37 |
Ask17:01:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.36EUR |
-34.14% |
3.90
Bid Size: 1,500 |
3.92
Ask Size: 1,500 |
Centene Corp |
60.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME5D31 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
14/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
13.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.26 |
| Intrinsic value: |
2.77 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
2.77 |
| Time value: |
1.64 |
| Break-even: |
59.82 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
1.38% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
9.27 |
| Rho: |
0.06 |
Quote data
| Open: |
4.36 |
| High: |
4.36 |
| Low: |
4.36 |
| Previous Close: |
6.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.08% |
| 1 Month |
|
|
-45.77% |
| 3 Months |
|
|
-20.87% |
| YTD |
|
|
-37.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.69 |
6.42 |
| 1M High / 1M Low: |
8.04 |
6.42 |
| 6M High / 6M Low: |
8.42 |
5.22 |
| High (YTD): |
17/01/2024 |
8.45 |
| Low (YTD): |
23/07/2024 |
5.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.53% |
| Volatility 6M: |
|
64.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
