Morgan Stanley Put 75 CNC 20.09.2024
/ DE000ME29KZ7
Morgan Stanley Put 75 CNC 20.09.2.../ DE000ME29KZ7 /
| 15/08/2024 10:49:33 |
Chg.-0.014 |
Bid15:43:13 |
Ask15:43:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.123EUR |
-10.22% |
0.126
Bid Size: 40,000 |
0.137
Ask Size: 40,000 |
Centene Corp |
75.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
ME29KZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-49.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-0.18 |
| Time value: |
0.14 |
| Break-even: |
66.70 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
6.82% |
| Delta: |
-0.34 |
| Theta: |
-0.03 |
| Omega: |
-17.04 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.123 |
| High: |
0.123 |
| Low: |
0.123 |
| Previous Close: |
0.137 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.71% |
| 1 Month |
|
|
-84.81% |
| 3 Months |
|
|
-48.75% |
| YTD |
|
|
-82.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.204 |
0.137 |
| 1M High / 1M Low: |
0.970 |
0.137 |
| 6M High / 6M Low: |
0.970 |
0.137 |
| High (YTD): |
23/07/2024 |
0.970 |
| Low (YTD): |
14/08/2024 |
0.137 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.179 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.440 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.501 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.31% |
| Volatility 6M: |
|
251.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
