Morgan Stanley Call 80 CNC 20.09.2024
/ DE000ME1UDN2
Morgan Stanley Call 80 CNC 20.09..../ DE000ME1UDN2 /
| 2024-06-07 8:39:56 AM |
Chg.+0.040 |
Bid9:20:49 AM |
Ask9:20:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+5.48% |
0.770
Bid Size: 300 |
0.890
Ask Size: 300 |
Centene Corp |
80.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1UDN |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
84.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
-9.47 |
| Time value: |
0.76 |
| Break-even: |
74.33 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.04 |
| Spread %: |
5.56% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
15.12 |
| Rho: |
0.03 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-56.50% |
| 3 Months |
|
|
-70.38% |
| YTD |
|
|
-64.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.710 |
| 1M High / 1M Low: |
2.140 |
0.650 |
| 6M High / 6M Low: |
3.380 |
0.650 |
| High (YTD): |
2024-01-17 |
3.380 |
| Low (YTD): |
2024-05-30 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.107 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.14% |
| Volatility 6M: |
|
147.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
