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Morgan Stanley Call 70 CNC 20.12..../  DE000MB3P3S3  /

Stuttgart
8/15/2024  3:44:51 PM Chg.+0.020 Bid4:03:17 PM Ask4:03:17 PM Underlying Strike price Expiration date Option type
0.960EUR +2.13% 1.000
Bid Size: 40,000		 1.020
Ask Size: 40,000		 Centene Corp 70.00 - 12/20/2024 Call
 

Master data

WKN: MB3P3S
Issuer: Morgan Stanley
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 12/20/2024
Issue date: 2/15/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.21
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.23
Parity: 0.00
Time value: 0.97
Break-even: 79.70
Moneyness: 1.00
Premium: 0.14
Premium p.a.: 0.45
Spread abs.: 0.02
Spread %: 2.11%
Delta: 0.58
Theta: -0.04
Omega: 4.19
Rho: 0.11
 

Quote data

Open: 0.960
High: 0.960
Low: 0.960
Previous Close: 0.940
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.05%
1 Month  
+118.18%
3 Months
  -19.33%
YTD
  -23.81%
1 Year  
+5.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.880
1M High / 1M Low: 1.120 0.320
6M High / 6M Low: 1.590 0.320
High (YTD): 1/11/2024 1.600
Low (YTD): 7/23/2024 0.320
52W High: 1/11/2024 1.600
52W Low: 7/23/2024 0.320
Avg. price 1W:   0.922
Avg. volume 1W:   0.000
Avg. price 1M:   0.741
Avg. volume 1M:   0.000
Avg. price 6M:   0.950
Avg. volume 6M:   0.000
Avg. price 1Y:   1.068
Avg. volume 1Y:   0.000
Volatility 1M:   270.75%
Volatility 6M:   155.10%
Volatility 1Y:   127.52%
Volatility 3Y:   -