Morgan Stanley Put 75 CNC 20.09.2024
/ DE000ME29KZ7
Morgan Stanley Put 75 CNC 20.09.2.../ DE000ME29KZ7 /
| 2024-06-28 8:49:50 PM |
Chg.+0.090 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+11.54% |
-
Bid Size: - |
-
Ask Size: - |
Centene Corp |
75.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
ME29KZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
0.81 |
| Time value: |
0.05 |
| Break-even: |
61.40 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
-0.77 |
| Theta: |
-0.01 |
| Omega: |
-5.57 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.770 |
| High: |
0.870 |
| Low: |
0.770 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.57% |
| 1 Month |
|
|
+40.32% |
| 3 Months |
|
|
+135.14% |
| YTD |
|
|
+20.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.700 |
| 1M High / 1M Low: |
0.870 |
0.520 |
| 6M High / 6M Low: |
0.870 |
0.219 |
| High (YTD): |
2024-06-28 |
0.870 |
| Low (YTD): |
2024-05-22 |
0.219 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.770 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.689 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.495 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.38% |
| Volatility 6M: |
|
216.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
