Morgan Stanley Call 65 CNC 20.12.2024
/ DE000MB3YB79
Morgan Stanley Call 65 CNC 20.12..../ DE000MB3YB79 /
| 2024-09-17 1:20:36 PM |
Chg.-0.01 |
Bid5:04:44 PM |
Ask5:04:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-0.81% |
1.23
Bid Size: 80,000 |
1.24
Ask Size: 80,000 |
Centene Corp |
65.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
MB3YB7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-24 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.23 |
| Parity: |
0.38 |
| Time value: |
0.86 |
| Break-even: |
77.40 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.64 |
| Theta: |
-0.06 |
| Omega: |
3.56 |
| Rho: |
0.08 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.71% |
| 1 Month |
|
|
-12.14% |
| 3 Months |
|
|
+55.70% |
| YTD |
|
|
-20.65% |
| 1 Year |
|
|
-4.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
0.85 |
| 1M High / 1M Low: |
1.59 |
0.83 |
| 6M High / 6M Low: |
1.79 |
0.51 |
| High (YTD): |
2024-02-27 |
1.93 |
| Low (YTD): |
2024-07-23 |
0.51 |
| 52W High: |
2024-02-27 |
1.93 |
| 52W Low: |
2024-07-23 |
0.51 |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.38 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
166.24% |
| Volatility 6M: |
|
143.91% |
| Volatility 1Y: |
|
112.84% |
| Volatility 3Y: |
|
- |
