Morgan Stanley Call 85 CNC 20.12.2024
/ DE000ME54B79
Morgan Stanley Call 85 CNC 20.12..../ DE000ME54B79 /
| 2024-05-31 8:13:12 PM |
Chg.+0.160 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+19.51% |
-
Bid Size: - |
-
Ask Size: - |
Centene Corp |
85.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME54B7 |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
56.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
-12.36 |
| Time value: |
1.16 |
| Break-even: |
79.51 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.11 |
| Spread %: |
10.48% |
| Delta: |
0.20 |
| Theta: |
-0.01 |
| Omega: |
11.60 |
| Rho: |
0.07 |
Quote data
| Open: |
0.800 |
| High: |
0.980 |
| Low: |
0.800 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.94% |
| 1 Month |
|
|
-28.99% |
| 3 Months |
|
|
-54.21% |
| YTD |
|
|
-51.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.440 |
0.820 |
| 1M High / 1M Low: |
1.900 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-17 |
3.250 |
| Low (YTD): |
2024-05-30 |
0.820 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.120 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.551 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
