Morgan Stanley Call 77.5 CNC 20.09.2024
/ DE000ME2N950
Morgan Stanley Call 77.5 CNC 20.0.../ DE000ME2N950 /
| 8/14/2024 5:36:42 PM |
Chg.+0.020 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.212EUR |
+10.42% |
-
Bid Size: - |
-
Ask Size: - |
Centene Corp |
77.50 USD |
9/20/2024 |
Call |
Master data
| WKN: |
ME2N95 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/26/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-0.10 |
| Time value: |
0.20 |
| Break-even: |
72.49 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
3.61% |
| Delta: |
0.46 |
| Theta: |
-0.03 |
| Omega: |
16.05 |
| Rho: |
0.03 |
Quote data
| Open: |
0.195 |
| High: |
0.212 |
| Low: |
0.195 |
| Previous Close: |
0.192 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.07% |
| 1 Month |
|
|
+186.49% |
| 3 Months |
|
|
-57.60% |
| YTD |
|
|
-69.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.221 |
0.178 |
| 1M High / 1M Low: |
0.380 |
0.041 |
| 6M High / 6M Low: |
0.890 |
0.041 |
| High (YTD): |
1/16/2024 |
0.910 |
| Low (YTD): |
7/24/2024 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.376 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
722.38% |
| Volatility 6M: |
|
352.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
