Morgan Stanley Call 90 CNC 21.03.2025
/ DE000MG8BTA8
Morgan Stanley Call 90 CNC 21.03..../ DE000MG8BTA8 /
9/17/2024 2:24:18 PM |
Chg.-0.01 |
Bid5:37:40 PM |
Ask5:37:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.11EUR |
-0.89% |
1.04 Bid Size: 7,500 |
1.07 Ask Size: 7,500 |
Centene Corp |
90.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
MG8BTA |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
7/30/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
60.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.23 |
Parity: |
-12.07 |
Time value: |
1.14 |
Break-even: |
82.01 |
Moneyness: |
0.85 |
Premium: |
0.19 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.03 |
Spread %: |
2.70% |
Delta: |
0.20 |
Theta: |
-0.01 |
Omega: |
12.18 |
Rho: |
0.06 |
Quote data
Open: |
1.09 |
High: |
1.11 |
Low: |
1.09 |
Previous Close: |
1.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+42.31% |
1 Month |
|
|
-17.16% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.12 |
0.78 |
1M High / 1M Low: |
1.51 |
0.76 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
181.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |