Morgan Stanley Call 75 CNC 20.09.2024
/ DE000ME2R506
Morgan Stanley Call 75 CNC 20.09..../ DE000ME2R506 /
| 16/07/2024 12:58:41 |
Chg.-0.027 |
Bid13:10:58 |
Ask13:10:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.076EUR |
-26.21% |
0.077
Bid Size: 5,000 |
0.096
Ask Size: 5,000 |
Centene Corp |
75.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME2R50 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
27/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
63.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.21 |
| Parity: |
-0.83 |
| Time value: |
0.10 |
| Break-even: |
69.77 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.01 |
| Spread %: |
6.74% |
| Delta: |
0.21 |
| Theta: |
-0.02 |
| Omega: |
13.50 |
| Rho: |
0.02 |
Quote data
| Open: |
0.076 |
| High: |
0.076 |
| Low: |
0.076 |
| Previous Close: |
0.103 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.63% |
| 1 Month |
|
|
-52.50% |
| 3 Months |
|
|
-83.48% |
| YTD |
|
|
-90.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.125 |
0.082 |
| 1M High / 1M Low: |
0.153 |
0.082 |
| 6M High / 6M Low: |
1.040 |
0.082 |
| High (YTD): |
11/01/2024 |
1.050 |
| Low (YTD): |
10/07/2024 |
0.082 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.568 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.87% |
| Volatility 6M: |
|
169.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
