Morgan Stanley Call 75 CNC 20.09.2024
/ DE000ME4MNP7
Morgan Stanley Call 75 CNC 20.09..../ DE000ME4MNP7 /
| 16/07/2024 09:22:18 |
Chg.-0.130 |
Bid12:22:34 |
Ask12:22:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-17.81% |
0.590
Bid Size: 400 |
0.790
Ask Size: 400 |
Centene Corp |
75.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME4MNP |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
05/12/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
76.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-8.26 |
| Time value: |
0.79 |
| Break-even: |
69.61 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.17 |
| Spread %: |
27.42% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
14.78 |
| Rho: |
0.02 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-56.83% |
| 3 Months |
|
|
-81.93% |
| YTD |
|
|
-85.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.730 |
| 1M High / 1M Low: |
1.280 |
0.640 |
| 6M High / 6M Low: |
5.990 |
0.640 |
| High (YTD): |
17/01/2024 |
5.990 |
| Low (YTD): |
01/07/2024 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.917 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.661 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.87% |
| Volatility 6M: |
|
157.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
