Morgan Stanley Put 75 CNC 20.09.2024
/ DE000ME29KZ7
Morgan Stanley Put 75 CNC 20.09.2.../ DE000ME29KZ7 /
| 7/16/2024 9:00:13 PM |
Chg.-0.160 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-19.75% |
-
Bid Size: - |
-
Ask Size: - |
Centene Corp |
75.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
ME29KZ |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.21 |
| Parity: |
0.83 |
| Time value: |
0.06 |
| Break-even: |
59.92 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
-0.77 |
| Theta: |
-0.01 |
| Omega: |
-5.26 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.650 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.42% |
| 1 Month |
|
|
-4.41% |
| 3 Months |
|
|
+16.07% |
| YTD |
|
|
-9.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.710 |
| 1M High / 1M Low: |
0.940 |
0.700 |
| 6M High / 6M Low: |
0.940 |
0.219 |
| High (YTD): |
7/1/2024 |
0.940 |
| Low (YTD): |
5/22/2024 |
0.219 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.805 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.521 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.88% |
| Volatility 6M: |
|
217.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
