Morgan Stanley Call 67.5 CNC 20.12.2024
/ DE000MB6GRN3
Morgan Stanley Call 67.5 CNC 20.1.../ DE000MB6GRN3 /
| 17/09/2024 14:06:13 |
Chg.+0.01 |
Bid18:46:13 |
Ask18:46:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.06EUR |
+0.95% |
0.97
Bid Size: 80,000 |
0.98
Ask Size: 80,000 |
Centene Corp |
67.50 - |
20/12/2024 |
Call |
Master data
| WKN: |
MB6GRN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
67.50 - |
| Maturity: |
20/12/2024 |
| Issue date: |
23/05/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.23 |
| Parity: |
0.13 |
| Time value: |
0.92 |
| Break-even: |
78.00 |
| Moneyness: |
1.02 |
| Premium: |
0.13 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
0.96% |
| Delta: |
0.60 |
| Theta: |
-0.05 |
| Omega: |
3.94 |
| Rho: |
0.08 |
Quote data
| Open: |
1.04 |
| High: |
1.06 |
| Low: |
1.04 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.88% |
| 1 Month |
|
|
-12.40% |
| 3 Months |
|
|
+60.61% |
| YTD |
|
|
-24.29% |
| 1 Year |
|
|
-8.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.68 |
| 1M High / 1M Low: |
1.38 |
0.68 |
| 6M High / 6M Low: |
1.65 |
0.40 |
| High (YTD): |
11/01/2024 |
1.76 |
| Low (YTD): |
23/07/2024 |
0.40 |
| 52W High: |
11/01/2024 |
1.76 |
| 52W Low: |
23/07/2024 |
0.40 |
| Avg. price 1W: |
|
0.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.22 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
176.12% |
| Volatility 6M: |
|
157.15% |
| Volatility 1Y: |
|
122.49% |
| Volatility 3Y: |
|
- |
