Morgan Stanley Call 70 CNC 20.12.2024
/ DE000ME5D335
Morgan Stanley Call 70 CNC 20.12..../ DE000ME5D335 /
| 2024-05-31 6:17:18 PM |
Chg.+0.21 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.22EUR |
+5.24% |
-
Bid Size: - |
-
Ask Size: - |
Centene Corp |
70.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME5D33 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.91 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.23 |
| Parity: |
1.47 |
| Time value: |
3.17 |
| Break-even: |
69.17 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.16 |
| Spread %: |
3.57% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
9.45 |
| Rho: |
0.22 |
Quote data
| Open: |
3.81 |
| High: |
4.22 |
| Low: |
3.81 |
| Previous Close: |
4.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.35% |
| 1 Month |
|
|
-19.47% |
| 3 Months |
|
|
-30.13% |
| YTD |
|
|
-22.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.65 |
4.01 |
| 1M High / 1M Low: |
6.37 |
4.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
7.13 |
| Low (YTD): |
2024-05-30 |
4.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
