Morgan Stanley Call 85 CNC 20.09.2024
/ DE000ME4MNU7
Morgan Stanley Call 85 CNC 20.09..../ DE000ME4MNU7 /
14/08/2024 20:46:18 |
Chg.+0.010 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
+2.78% |
- Bid Size: - |
- Ask Size: - |
Centene Corp |
85.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
ME4MNU |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 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: |
136.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.23 |
Parity: |
-7.87 |
Time value: |
0.51 |
Break-even: |
77.81 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
2.08 |
Spread abs.: |
0.14 |
Spread %: |
37.84% |
Delta: |
0.15 |
Theta: |
-0.02 |
Omega: |
20.78 |
Rho: |
0.01 |
Quote data
Open: |
0.370 |
High: |
0.390 |
Low: |
0.370 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-30.19% |
1 Month |
|
|
+23.33% |
3 Months |
|
|
-74.83% |
YTD |
|
|
-84.96% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.360 |
1M High / 1M Low: |
1.050 |
0.179 |
6M High / 6M Low: |
3.390 |
0.179 |
High (YTD): |
17/01/2024 |
3.950 |
Low (YTD): |
26/07/2024 |
0.179 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.457 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.369 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
550.28% |
Volatility 6M: |
|
286.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |