Morgan Stanley Call 70 CF 20.12.2024
/ DE000ME4QXR3
Morgan Stanley Call 70 CF 20.12.2.../ DE000ME4QXR3 /
| 2024-05-31 9:38:22 AM |
Chg.-0.03 |
Bid12:59:35 PM |
Ask12:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-2.68% |
1.09
Bid Size: 3,750 |
1.13
Ask Size: 3,750 |
CF Industries Holdin... |
70.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME4QXR |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
0.64 |
| Time value: |
0.50 |
| Break-even: |
76.03 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
4.49 |
| Rho: |
0.22 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.68% |
| 1 Month |
|
|
-18.66% |
| 3 Months |
|
|
-29.68% |
| YTD |
|
|
-29.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
1.12 |
| 1M High / 1M Low: |
1.34 |
0.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-18 |
1.92 |
| Low (YTD): |
2024-05-08 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
