Morgan Stanley Call 70 CF 21.03.2025
/ DE000MG3TEV9
Morgan Stanley Call 70 CF 21.03.2.../ DE000MG3TEV9 /
| 2024-06-10 4:03:00 PM |
Chg.+0.06 |
Bid5:27:40 PM |
Ask5:27:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+4.80% |
1.27
Bid Size: 50,000 |
1.30
Ask Size: 50,000 |
CF Industries Holdin... |
70.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
MG3TEV |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
0.73 |
| Time value: |
0.59 |
| Break-even: |
78.14 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.04 |
| Spread %: |
3.13% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
3.99 |
| Rho: |
0.31 |
Quote data
| Open: |
1.27 |
| High: |
1.31 |
| Low: |
1.27 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.08% |
| 1 Month |
|
|
+24.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.49 |
1.20 |
| 1M High / 1M Low: |
1.49 |
1.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
