Morgan Stanley Call 77.5 CNC 20.12.2024
/ DE000MB6GRW4
Morgan Stanley Call 77.5 CNC 20.1.../ DE000MB6GRW4 /
10/18/2024 2:11:33 PM |
Chg.+0.002 |
Bid4:32:14 PM |
Ask4:32:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.064EUR |
+3.23% |
0.060 Bid Size: 15,000 |
0.063 Ask Size: 15,000 |
Centene Corp |
77.50 - |
12/20/2024 |
Call |
Master data
WKN: |
MB6GRW |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
77.50 - |
Maturity: |
12/20/2024 |
Issue date: |
5/23/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
36.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.68 |
Historic volatility: |
0.26 |
Parity: |
-1.93 |
Time value: |
0.16 |
Break-even: |
79.08 |
Moneyness: |
0.75 |
Premium: |
0.36 |
Premium p.a.: |
4.92 |
Spread abs.: |
0.01 |
Spread %: |
3.95% |
Delta: |
0.20 |
Theta: |
-0.04 |
Omega: |
7.24 |
Rho: |
0.02 |
Quote data
Open: |
0.064 |
High: |
0.064 |
Low: |
0.064 |
Previous Close: |
0.062 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-73.33% |
1 Month |
|
|
-84.39% |
3 Months |
|
|
-67.84% |
YTD |
|
|
-92.73% |
1 Year |
|
|
-93.47% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.062 |
1M High / 1M Low: |
0.410 |
0.062 |
6M High / 6M Low: |
0.760 |
0.062 |
High (YTD): |
1/11/2024 |
1.150 |
Low (YTD): |
10/17/2024 |
0.062 |
52W High: |
1/11/2024 |
1.150 |
52W Low: |
10/17/2024 |
0.062 |
Avg. price 1W: |
|
0.162 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.258 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.408 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.647 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
272.35% |
Volatility 6M: |
|
257.02% |
Volatility 1Y: |
|
196.57% |
Volatility 3Y: |
|
- |