Morgan Stanley Call 87.5 CNC 20.09.2024
/ DE000ME1QGL7
Morgan Stanley Call 87.5 CNC 20.0.../ DE000ME1QGL7 /
2024-08-16 6:34:32 PM |
Chg.+0.002 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.032EUR |
+6.67% |
- Bid Size: - |
- Ask Size: - |
Centene Corp |
87.50 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME1QGL |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
87.50 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-06 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
170.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.23 |
Parity: |
-0.82 |
Time value: |
0.04 |
Break-even: |
80.17 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
2.27 |
Spread abs.: |
0.01 |
Spread %: |
23.53% |
Delta: |
0.13 |
Theta: |
-0.02 |
Omega: |
22.73 |
Rho: |
0.01 |
Quote data
Open: |
0.029 |
High: |
0.032 |
Low: |
0.029 |
Previous Close: |
0.030 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.81% |
1 Month |
|
|
-5.88% |
3 Months |
|
|
-77.31% |
YTD |
|
|
-91.58% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.036 |
0.030 |
1M High / 1M Low: |
0.081 |
0.020 |
6M High / 6M Low: |
0.410 |
0.020 |
High (YTD): |
2024-01-16 |
0.480 |
Low (YTD): |
2024-07-24 |
0.020 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.040 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.139 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
326.61% |
Volatility 6M: |
|
232.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |