Morgan Stanley Call 77.5 CF 20.12.2024
/ DE000ME4QXU7
Morgan Stanley Call 77.5 CF 20.12.../ DE000ME4QXU7 /
| 2024-05-31 9:38:23 AM |
Chg.-0.020 |
Bid2024-05-31 |
Ask2024-05-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-2.82% |
0.690
Bid Size: 3,750 |
0.730
Ask Size: 3,750 |
CF Industries Holdin... |
77.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
ME4QXU |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
CF Industries Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
77.50 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: |
9.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
-0.05 |
| Time value: |
0.73 |
| Break-even: |
78.85 |
| Moneyness: |
0.99 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
4.29% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
5.56 |
| Rho: |
0.19 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.43% |
| 1 Month |
|
|
-24.18% |
| 3 Months |
|
|
-37.27% |
| YTD |
|
|
-39.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.700 |
| 1M High / 1M Low: |
0.910 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-18 |
1.430 |
| Low (YTD): |
2024-05-08 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.668 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
