Morgan Stanley Call 95 CNC 20.12.2024
/ DE000ME5D392
Morgan Stanley Call 95 CNC 20.12..../ DE000ME5D392 /
| 17/09/2024 17:39:55 |
Chg.-0.040 |
Bid17:45:57 |
Ask17:45:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-7.02% |
0.530
Bid Size: 7,500 |
0.560
Ask Size: 7,500 |
Centene Corp |
95.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME5D39 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
14/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
114.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-16.56 |
| Time value: |
0.60 |
| Break-even: |
85.96 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
1.37 |
| Spread abs.: |
0.03 |
| Spread %: |
5.26% |
| Delta: |
0.12 |
| Theta: |
-0.01 |
| Omega: |
13.43 |
| Rho: |
0.02 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.530 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.19% |
| 1 Month |
|
|
-23.19% |
| 3 Months |
|
|
+20.45% |
| YTD |
|
|
-71.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.420 |
| 1M High / 1M Low: |
0.840 |
0.340 |
| 6M High / 6M Low: |
2.330 |
0.340 |
| High (YTD): |
17/01/2024 |
3.190 |
| Low (YTD): |
09/09/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.604 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.874 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.30% |
| Volatility 6M: |
|
211.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
