Morgan Stanley Call 120 CF 20.06.2025
/ DE000ME53FQ6
Morgan Stanley Call 120 CF 20.06..../ DE000ME53FQ6 /
2024-06-10 1:53:23 PM |
Chg.0.000 |
Bid1:54:49 PM |
Ask1:54:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.124EUR |
0.00% |
0.125 Bid Size: 3,750 |
0.159 Ask Size: 3,750 |
CF Industries Holdin... |
120.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
ME53FQ |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
CF Industries Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2023-12-12 |
Last trading day: |
2025-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
48.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.26 |
Parity: |
-3.91 |
Time value: |
0.15 |
Break-even: |
112.83 |
Moneyness: |
0.65 |
Premium: |
0.56 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.02 |
Spread %: |
17.19% |
Delta: |
0.14 |
Theta: |
-0.01 |
Omega: |
6.93 |
Rho: |
0.09 |
Quote data
Open: |
0.124 |
High: |
0.124 |
Low: |
0.124 |
Previous Close: |
0.124 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.52% |
1 Month |
|
|
+11.71% |
3 Months |
|
|
-62.42% |
YTD |
|
|
-58.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.161 |
0.121 |
1M High / 1M Low: |
0.162 |
0.111 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-20 |
0.370 |
Low (YTD): |
2024-05-09 |
0.109 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.137 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.134 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |