Morgan Stanley Call 97.5 CNC 20.12.2024
/ DE000ME5BCC8
Morgan Stanley Call 97.5 CNC 20.1.../ DE000ME5BCC8 /
8/14/2024 5:54:38 PM |
Chg.+0.003 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.068EUR |
+4.62% |
- Bid Size: - |
- Ask Size: - |
Centene Corp |
97.50 USD |
12/20/2024 |
Call |
Master data
WKN: |
ME5BCC |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
Centene Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
97.50 USD |
Maturity: |
12/20/2024 |
Issue date: |
12/14/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
90.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.23 |
Parity: |
-1.92 |
Time value: |
0.08 |
Break-even: |
89.44 |
Moneyness: |
0.78 |
Premium: |
0.29 |
Premium p.a.: |
1.06 |
Spread abs.: |
0.01 |
Spread %: |
14.93% |
Delta: |
0.13 |
Theta: |
-0.01 |
Omega: |
11.52 |
Rho: |
0.03 |
Quote data
Open: |
0.064 |
High: |
0.068 |
Low: |
0.064 |
Previous Close: |
0.065 |
Turnover: |
0.000 |
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): |
1/17/2024 |
0.410 |
Low (YTD): |
7/24/2024 |
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: |
|
- |