Morgan Stanley Call 87.5 CNC 20.12.2024
/ DE000MB96HU9
Morgan Stanley Call 87.5 CNC 20.1.../ DE000MB96HU9 /
| 2024-06-07 8:39:58 PM |
Chg.-0.005 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
-4.00% |
-
Bid Size: - |
-
Ask Size: - |
Centene Corp |
87.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
MB96HU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Centene Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-26 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-1.64 |
| Time value: |
0.13 |
| Break-even: |
82.32 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
7.38% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
9.46 |
| Rho: |
0.06 |
Quote data
| Open: |
0.127 |
| High: |
0.129 |
| Low: |
0.120 |
| Previous Close: |
0.125 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.08% |
| 1 Month |
|
|
-61.29% |
| 3 Months |
|
|
-80.65% |
| YTD |
|
|
-76.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.144 |
0.120 |
| 1M High / 1M Low: |
0.340 |
0.115 |
| 6M High / 6M Low: |
0.700 |
0.115 |
| High (YTD): |
2024-01-11 |
0.700 |
| Low (YTD): |
2024-05-30 |
0.115 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.127 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.231 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.439 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.07% |
| Volatility 6M: |
|
150.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
