Morgan Stanley Call 65 CNC 20.12.2024
/ DE000ME54B38
Morgan Stanley Call 65 CNC 20.12..../ DE000ME54B38 /
| 16/07/2024 08:15:30 |
Chg.-0.10 |
Bid13:59:51 |
Ask13:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.53EUR |
-3.80% |
2.53
Bid Size: 400 |
2.67
Ask Size: 400 |
Centene Corp |
65.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME54B3 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
22.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.34 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.21 |
| Parity: |
0.92 |
| Time value: |
1.74 |
| Break-even: |
62.30 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.11 |
| Spread %: |
4.31% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
15.74 |
| Rho: |
0.17 |
Quote data
| Open: |
2.53 |
| High: |
2.53 |
| Low: |
2.53 |
| Previous Close: |
2.63 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.24% |
| 1 Month |
|
|
-15.10% |
| 3 Months |
|
|
-26.24% |
| YTD |
|
|
-31.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
2.63 |
| 1M High / 1M Low: |
2.98 |
2.54 |
| 6M High / 6M Low: |
4.55 |
2.54 |
| High (YTD): |
17/01/2024 |
4.55 |
| Low (YTD): |
01/07/2024 |
2.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.91% |
| Volatility 6M: |
|
58.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
