Morgan Stanley Call 80 CNC 20.09.2024
/ DE000ME4MNS1
Morgan Stanley Call 80 CNC 20.09..../ DE000ME4MNS1 /
2024-07-16 9:22:18 AM |
Chg.-0.060 |
Bid10:01:36 AM |
Ask10:01:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
-15.79% |
0.330 Bid Size: 400 |
0.500 Ask Size: 400 |
Centene Corp |
80.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME4MNS |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-05 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
126.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.21 |
Parity: |
-12.85 |
Time value: |
0.48 |
Break-even: |
73.89 |
Moneyness: |
0.83 |
Premium: |
0.22 |
Premium p.a.: |
2.00 |
Spread abs.: |
0.15 |
Spread %: |
45.45% |
Delta: |
0.12 |
Theta: |
-0.01 |
Omega: |
14.77 |
Rho: |
0.01 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.380 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.81% |
1 Month |
|
|
-52.94% |
3 Months |
|
|
-84.91% |
YTD |
|
|
-90.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.380 |
1M High / 1M Low: |
0.610 |
0.350 |
6M High / 6M Low: |
4.950 |
0.350 |
High (YTD): |
2024-01-17 |
4.950 |
Low (YTD): |
2024-07-01 |
0.350 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.420 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.466 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.556 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
211.87% |
Volatility 6M: |
|
180.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |