Morgan Stanley Call 80 CNC 20.09.2024
/ DE000ME1UDN2
Morgan Stanley Call 80 CNC 20.09..../ DE000ME1UDN2 /
| 16/07/2024 08:40:32 |
Chg.-0.040 |
Bid13:20:03 |
Ask13:20:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
-12.12% |
0.300
Bid Size: 400 |
0.450
Ask Size: 400 |
Centene Corp |
80.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME1UDN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
140.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-12.85 |
| Time value: |
0.43 |
| Break-even: |
73.84 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
1.99 |
| Spread abs.: |
0.13 |
| Spread %: |
43.33% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
15.40 |
| Rho: |
0.01 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.68% |
| 1 Month |
|
|
-46.30% |
| 3 Months |
|
|
-80.00% |
| YTD |
|
|
-86.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.330 |
| 1M High / 1M Low: |
0.500 |
0.310 |
| 6M High / 6M Low: |
3.380 |
0.310 |
| High (YTD): |
17/01/2024 |
3.380 |
| Low (YTD): |
01/07/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.374 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.406 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.710 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.59% |
| Volatility 6M: |
|
166.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
