Morgan Stanley Call 70 CF 21.06.2024
/ DE000MB78NL4
Morgan Stanley Call 70 CF 21.06.2.../ DE000MB78NL4 /
| 31/05/2024 17:46:54 |
Chg.+0.18 |
Bid20:32:25 |
Ask20:32:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.16EUR |
+4.52% |
4.33
Bid Size: 5,000 |
4.43
Ask Size: 5,000 |
CF Industries Holdin... |
70.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
MB78NL |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
09/06/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
17.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.26 |
| Parity: |
1.07 |
| Time value: |
3.08 |
| Break-even: |
74.15 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.11 |
| Spread %: |
2.72% |
| Delta: |
0.58 |
| Theta: |
-0.09 |
| Omega: |
9.93 |
| Rho: |
0.02 |
Quote data
| Open: |
4.00 |
| High: |
4.16 |
| Low: |
4.00 |
| Previous Close: |
3.98 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.96% |
| 1 Month |
|
|
+5.85% |
| 3 Months |
|
|
+16.53% |
| YTD |
|
|
+35.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.12 |
3.98 |
| 1M High / 1M Low: |
4.38 |
2.88 |
| 6M High / 6M Low: |
4.38 |
2.58 |
| High (YTD): |
22/05/2024 |
4.38 |
| Low (YTD): |
18/01/2024 |
2.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.56% |
| Volatility 6M: |
|
73.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
