Morgan Stanley Call 85 CNC 20.12.2024
/ DE000ME54B79
Morgan Stanley Call 85 CNC 20.12..../ DE000ME54B79 /
| 17/09/2024 14:00:34 |
Chg.-0.01 |
Bid18:06:38 |
Ask18:06:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-0.92% |
1.03
Bid Size: 7,500 |
1.06
Ask Size: 7,500 |
Centene Corp |
85.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME54B7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
61.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
-7.57 |
| Time value: |
1.11 |
| Break-even: |
77.48 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.03 |
| Spread %: |
2.78% |
| Delta: |
0.24 |
| Theta: |
-0.02 |
| Omega: |
14.69 |
| Rho: |
0.04 |
Quote data
| Open: |
1.05 |
| High: |
1.08 |
| Low: |
1.05 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+71.43% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
+54.29% |
| YTD |
|
|
-46.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.09 |
0.63 |
| 1M High / 1M Low: |
1.62 |
0.57 |
| 6M High / 6M Low: |
2.56 |
0.49 |
| High (YTD): |
17/01/2024 |
3.25 |
| Low (YTD): |
24/07/2024 |
0.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.68% |
| Volatility 6M: |
|
195.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
