Morgan Stanley Call 72.5 CNC 20.09.2024
/ DE000ME4GC81
Morgan Stanley Call 72.5 CNC 20.0.../ DE000ME4GC81 /
8/14/2024 8:56:31 PM |
Chg.+0.060 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
+12.77% |
- Bid Size: - |
- Ask Size: - |
Centene Corp |
72.50 USD |
9/20/2024 |
Call |
Master data
WKN: |
ME4GC8 |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.50 USD |
Maturity: |
9/20/2024 |
Issue date: |
12/1/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.44 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.32 |
Historic volatility: |
0.23 |
Parity: |
0.35 |
Time value: |
0.15 |
Break-even: |
70.93 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.01 |
Spread %: |
2.04% |
Delta: |
0.72 |
Theta: |
-0.04 |
Omega: |
10.07 |
Rho: |
0.05 |
Quote data
Open: |
0.480 |
High: |
0.530 |
Low: |
0.480 |
Previous Close: |
0.470 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.00% |
1 Month |
|
|
+273.24% |
3 Months |
|
|
-34.57% |
YTD |
|
|
-43.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.450 |
1M High / 1M Low: |
0.680 |
0.081 |
6M High / 6M Low: |
1.230 |
0.081 |
High (YTD): |
2/26/2024 |
1.230 |
Low (YTD): |
7/23/2024 |
0.081 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.366 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.593 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
644.85% |
Volatility 6M: |
|
315.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |