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Morgan Stanley Call 90 CNC 20.12..../  DE000MB3P485  /

Stuttgart
6/11/2024  8:24:30 PM Chg.- Bid8:34:34 AM Ask8:34:34 AM Underlying Strike price Expiration date Option type
0.087EUR - 0.088
Bid Size: 3,750		 0.109
Ask Size: 3,750		 Centene Corp 90.00 - 12/20/2024 Call
 

Master data

WKN: MB3P48
Issuer: Morgan Stanley
Currency: EUR
Underlying: Centene Corp
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 12/20/2024
Issue date: 2/15/2023
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.80
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.23
Parity: -2.51
Time value: 0.11
Break-even: 91.05
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 0.90
Spread abs.: 0.01
Spread %: 9.38%
Delta: 0.14
Theta: -0.01
Omega: 8.60
Rho: 0.04
 

Quote data

Open: 0.091
High: 0.091
Low: 0.087
Previous Close: 0.094
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.38%
1 Month
  -67.78%
3 Months
  -80.23%
YTD
  -81.09%
1 Year
  -85.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.087
1M High / 1M Low: 0.260 0.087
6M High / 6M Low: 0.610 0.087
High (YTD): 1/15/2024 0.610
Low (YTD): 6/11/2024 0.087
52W High: 1/15/2024 0.610
52W Low: 6/11/2024 0.087
Avg. price 1W:   0.094
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   9.091
Avg. price 6M:   0.367
Avg. volume 6M:   3.200
Avg. price 1Y:   0.385
Avg. volume 1Y:   1.563
Volatility 1M:   199.61%
Volatility 6M:   148.42%
Volatility 1Y:   141.66%
Volatility 3Y:   -