Morgan Stanley Call 90 CNC 20.12.2024
/ DE000ME54B87
Morgan Stanley Call 90 CNC 20.12..../ DE000ME54B87 /
| 15/08/2024 08:13:41 |
Chg.+0.010 |
Bid10:14:41 |
Ask10:14:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+1.28% |
0.790
Bid Size: 300 |
0.930
Ask Size: 300 |
Centene Corp |
90.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME54B8 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
78.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
-11.78 |
| Time value: |
0.89 |
| Break-even: |
82.62 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.11 |
| Spread %: |
14.10% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
13.85 |
| Rho: |
0.04 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.23% |
| 1 Month |
|
|
+68.09% |
| 3 Months |
|
|
-37.30% |
| YTD |
|
|
-51.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.770 |
| 1M High / 1M Low: |
1.170 |
0.370 |
| 6M High / 6M Low: |
2.260 |
0.370 |
| High (YTD): |
17/01/2024 |
2.840 |
| Low (YTD): |
24/07/2024 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.734 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.109 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
288.23% |
| Volatility 6M: |
|
175.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
