Morgan Stanley Call 80 CNC 20.09.2024
/ DE000ME4MNS1
Morgan Stanley Call 80 CNC 20.09..../ DE000ME4MNS1 /
| 14/08/2024 20:46:18 |
Chg.+0.09 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+8.82% |
-
Bid Size: - |
-
Ask Size: - |
Centene Corp |
80.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME4MNS |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 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: |
60.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.23 |
| Parity: |
-3.32 |
| Time value: |
1.15 |
| Break-even: |
73.90 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.10 |
| Spread %: |
9.52% |
| Delta: |
0.32 |
| Theta: |
-0.03 |
| Omega: |
19.23 |
| Rho: |
0.02 |
Quote data
| Open: |
1.06 |
| High: |
1.11 |
| Low: |
1.06 |
| Previous Close: |
1.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.63% |
| 1 Month |
|
|
+141.30% |
| 3 Months |
|
|
-58.74% |
| YTD |
|
|
-66.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
0.99 |
| 1M High / 1M Low: |
2.24 |
0.27 |
| 6M High / 6M Low: |
4.58 |
0.27 |
| High (YTD): |
17/01/2024 |
4.95 |
| Low (YTD): |
24/07/2024 |
0.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.12 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
797.41% |
| Volatility 6M: |
|
367.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
