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Morgan Stanley Call 72.5 CNC 20.1.../  DE000MB6GRS2  /

Stuttgart
17/09/2024  14:06:13 Chg.0.000 Bid19:58:48 Ask19:58:48 Underlying Strike price Expiration date Option type
0.710EUR 0.00% 0.650
Bid Size: 80,000		 0.660
Ask Size: 80,000		 Centene Corp 72.50 - 20/12/2024 Call
 

Master data

WKN: MB6GRS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 72.50 -
Maturity: 20/12/2024
Issue date: 23/05/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.69
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.23
Parity: -0.37
Time value: 0.71
Break-even: 79.60
Moneyness: 0.95
Premium: 0.16
Premium p.a.: 0.76
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.50
Theta: -0.05
Omega: 4.88
Rho: 0.07
 

Quote data

Open: 0.700
High: 0.710
Low: 0.700
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+73.17%
1 Month
  -16.47%
3 Months  
+65.12%
YTD
  -36.04%
1 Year
  -22.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.710 0.410
1M High / 1M Low: 1.000 0.410
6M High / 6M Low: 1.280 0.242
High (YTD): 11/01/2024 1.450
Low (YTD): 23/07/2024 0.242
52W High: 11/01/2024 1.450
52W Low: 23/07/2024 0.242
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.732
Avg. volume 1M:   0.000
Avg. price 6M:   0.720
Avg. volume 6M:   0.000
Avg. price 1Y:   0.936
Avg. volume 1Y:   0.000
Volatility 1M:   222.17%
Volatility 6M:   186.78%
Volatility 1Y:   144.48%
Volatility 3Y:   -