Morgan Stanley Call 60 CF 20.09.2024
/ DE000ME2V7G6
Morgan Stanley Call 60 CF 20.09.2.../ DE000ME2V7G6 /
2024-05-31 8:23:36 AM |
Chg.-0.02 |
Bid1:11:27 PM |
Ask1:11:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.94EUR |
-0.25% |
7.92 Bid Size: 300 |
8.10 Ask Size: 300 |
CF Industries Holdin... |
60.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
ME2V7G |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
CF Industries Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-31 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
8.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
16.44 |
Intrinsic value: |
15.68 |
Implied volatility: |
- |
Historic volatility: |
0.26 |
Parity: |
15.68 |
Time value: |
-7.55 |
Break-even: |
63.52 |
Moneyness: |
1.28 |
Premium: |
-0.11 |
Premium p.a.: |
-0.31 |
Spread abs.: |
0.16 |
Spread %: |
2.01% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
7.94 |
High: |
7.94 |
Low: |
7.94 |
Previous Close: |
7.96 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.75% |
1 Month |
|
|
-1.49% |
3 Months |
|
|
+2.85% |
YTD |
|
|
+16.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.03 |
7.96 |
1M High / 1M Low: |
8.31 |
7.23 |
6M High / 6M Low: |
8.38 |
6.12 |
High (YTD): |
2024-03-21 |
8.38 |
Low (YTD): |
2024-01-18 |
6.42 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.00 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.74 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.39 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
47.09% |
Volatility 6M: |
|
34.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |