Morgan Stanley Call 80 CNC 20.09.2024
/ DE000ME1CJT4
Morgan Stanley Call 80 CNC 20.09..../ DE000ME1CJT4 /
| 2024-06-06 6:17:34 PM |
Chg.- |
Bid12:22:55 PM |
Ask12:22:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.105EUR |
- |
0.111
Bid Size: 3,750 |
0.134
Ask Size: 3,750 |
Centene Corp |
80.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
ME1CJT |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-0.88 |
| Time value: |
0.13 |
| Break-even: |
74.71 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.65 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.24 |
| Theta: |
-0.02 |
| Omega: |
12.27 |
| Rho: |
0.04 |
Quote data
| Open: |
0.099 |
| High: |
0.105 |
| Low: |
0.099 |
| Previous Close: |
0.106 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.32% |
| 1 Month |
|
|
-65.00% |
| 3 Months |
|
|
-84.56% |
| YTD |
|
|
-82.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.105 |
| 1M High / 1M Low: |
0.430 |
0.102 |
| 6M High / 6M Low: |
0.790 |
0.102 |
| High (YTD): |
2024-01-16 |
0.780 |
| Low (YTD): |
2024-05-30 |
0.102 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.115 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.272 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.496 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.43% |
| Volatility 6M: |
|
179.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
