Morgan Stanley Call 70 CF 21.06.2024
/ DE000MB78NL4
Morgan Stanley Call 70 CF 21.06.2.../ DE000MB78NL4 /
| 2024-05-31 5:46:54 PM |
Chg.- |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.16EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
CF Industries Holdin... |
70.00 - |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-06-09 |
| Last trading day: |
2024-06-03 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
15.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.26 |
| Parity: |
2.23 |
| Time value: |
2.35 |
| Break-even: |
74.58 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
1.89 |
| Spread abs.: |
0.10 |
| Spread %: |
2.23% |
| Delta: |
0.63 |
| Theta: |
-0.15 |
| Omega: |
9.97 |
| Rho: |
0.01 |
Quote data
| Open: |
4.00 |
| High: |
4.16 |
| Low: |
4.00 |
| Previous Close: |
3.98 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+39.13% |
| 3 Months |
|
|
+2.97% |
| YTD |
|
|
+35.50% |
| 1 Year |
|
|
+95.31% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.38 |
2.99 |
| 6M High / 6M Low: |
4.38 |
2.67 |
| High (YTD): |
2024-05-22 |
4.38 |
| Low (YTD): |
2024-01-18 |
2.71 |
| 52W High: |
2024-05-22 |
4.38 |
| 52W Low: |
2023-06-14 |
2.12 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.19 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
85.18% |
| Volatility 6M: |
|
71.64% |
| Volatility 1Y: |
|
64.42% |
| Volatility 3Y: |
|
- |
