Morgan Stanley Call 97.5 CNC 20.12.2024
/ DE000ME5BCC8
Morgan Stanley Call 97.5 CNC 20.1.../ DE000ME5BCC8 /
| 15/08/2024 11:50:22 |
Chg.0.000 |
Bid15:01:44 |
Ask15:01:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
0.00% |
0.073
Bid Size: 17,500 |
0.100
Ask Size: 12,500 |
Centene Corp |
97.50 USD |
20/12/2024 |
Call |
Master data
| WKN: |
ME5BCC |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.50 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
14/12/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
85.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
-1.86 |
| Time value: |
0.08 |
| Break-even: |
89.36 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.01 |
| Spread %: |
15.49% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
11.50 |
| Rho: |
0.03 |
Quote data
| Open: |
0.068 |
| High: |
0.068 |
| Low: |
0.068 |
| Previous Close: |
0.068 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
+1.49% |
| 3 Months |
|
|
-47.29% |
| YTD |
|
|
-78.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.065 |
| 1M High / 1M Low: |
0.129 |
0.038 |
| 6M High / 6M Low: |
0.370 |
0.038 |
| High (YTD): |
17/01/2024 |
0.410 |
| Low (YTD): |
24/07/2024 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.076 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.141 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
315.23% |
| Volatility 6M: |
|
199.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
