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

Stuttgart
7/16/2024  2:26:53 PM Chg.-0.030 Bid7:27:30 PM Ask7:27:30 PM Underlying Strike price Expiration date Option type
0.320EUR -8.57% 0.420
Bid Size: 20,000		 0.430
Ask Size: 20,000		 Centene Corp 72.50 - 12/20/2024 Call
 

Master data

WKN: MB6GRS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 72.50 -
Maturity: 12/20/2024
Issue date: 5/23/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.81
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.21
Parity: -1.19
Time value: 0.34
Break-even: 75.90
Moneyness: 0.84
Premium: 0.25
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.34
Theta: -0.02
Omega: 6.01
Rho: 0.07
 

Quote data

Open: 0.310
High: 0.320
Low: 0.310
Previous Close: 0.350
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -28.89%
3 Months
  -60.49%
YTD
  -71.17%
1 Year
  -62.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.320
1M High / 1M Low: 0.430 0.290
6M High / 6M Low: 1.420 0.290
High (YTD): 1/11/2024 1.450
Low (YTD): 7/1/2024 0.290
52W High: 1/11/2024 1.450
52W Low: 7/1/2024 0.290
Avg. price 1W:   0.358
Avg. volume 1W:   0.000
Avg. price 1M:   0.359
Avg. volume 1M:   0.000
Avg. price 6M:   0.907
Avg. volume 6M:   0.000
Avg. price 1Y:   0.965
Avg. volume 1Y:   0.000
Volatility 1M:   135.19%
Volatility 6M:   117.20%
Volatility 1Y:   108.52%
Volatility 3Y:   -